+27.0%
BROS vs XME
+181.4%
-154.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.7% | -0.1% | -6.6% | -6.5% |
| 30D | -29.1% | +6.0% | -35.1% | -31.3% |
| 3M | -16.7% | -7.7% | -9.0% | -13.7% |
| 6M | -11.6% | +1.0% | -12.6% | -13.5% |
| YTD | -23.9% | +14.6% | -38.6% | -31.3% |
| 1Y | -34.8% | +46.0% | -80.7% | -49.9% |
| 3Y | +62.1% | +127.0% | -64.9% | -7.1% |
| All | +27.0% | +181.4% | -154.4% | -27.7% |
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