+661.1%
BX vs XME
+421.4%
+239.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | -5.6% | -4.2% | -1.4% | -3.4% |
| 30D | -12.2% | -2.7% | -9.5% | -11.2% |
| 3M | +7.4% | -3.9% | +11.3% | +9.0% |
| 6M | +22.2% | -1.0% | +23.1% | +20.7% |
| YTD | -14.0% | +9.8% | -23.8% | -20.6% |
| 1Y | -27.3% | +32.5% | -59.8% | -40.4% |
| 3Y | +24.5% | +124.3% | -99.8% | -24.6% |
| 5Y | +18.9% | +165.8% | -146.9% | -34.5% |
| All | +661.1% | +421.4% | +239.7% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling