+468.7%
BTSG vs XME
+113.7%
+355.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.5% |
| 7D | +5.7% | +3.6% | +2.1% | +4.2% |
| 30D | +0.2% | +3.6% | -3.4% | -1.6% |
| 3M | +5.6% | +1.2% | +4.4% | +4.3% |
| 6M | +50.8% | +9.0% | +41.7% | +42.3% |
| YTD | +67.0% | +15.9% | +51.1% | +51.5% |
| 1Y | +145.5% | +43.2% | +102.3% | +96.3% |
| All | +468.7% | +113.7% | +355.1% | +265.5% |
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