-2.1%
BROS vs XME
+122.5%
-124.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.4% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | -8.3% | -6.1% | -2.2% | -4.7% |
| 3M | -29.8% | -18.6% | -11.2% | -21.6% |
| 6M | -25.8% | -23.9% | -1.9% | -15.2% |
| YTD | -41.4% | -9.3% | -32.0% | -39.9% |
| 1Y | -35.2% | +1.8% | -36.9% | -38.1% |
| 3Y | +32.8% | +93.0% | -60.2% | -17.1% |
| 5Y | -42.2% | +107.0% | -149.1% | -65.0% |
| All | -2.1% | +122.5% | -124.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling