+426.2%
BTSG vs XME
+104.4%
+321.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.7% | -2.9% | -5.0% |
| 7D | -5.8% | -3.0% | -2.7% | -4.4% |
| 30D | 0.0% | -2.6% | +2.6% | +0.9% |
| 3M | -4.5% | +2.2% | -6.6% | -5.9% |
| 6M | +40.0% | +0.7% | +39.3% | +37.0% |
| YTD | +54.6% | +10.9% | +43.6% | +42.9% |
| 1Y | +106.1% | +35.7% | +70.4% | +68.8% |
| All | +426.2% | +104.4% | +321.7% | +244.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling