-27.3%
BX vs XME
+34.9%
-62.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | -5.6% | -4.2% | -1.4% | -4.4% |
| 30D | -12.2% | -2.7% | -9.5% | -11.6% |
| 3M | +7.4% | -3.9% | +11.3% | +8.3% |
| 6M | +22.2% | -1.0% | +23.1% | +21.8% |
| YTD | -14.0% | +9.8% | -23.8% | -17.2% |
| 1Y | -27.3% | +32.5% | -59.8% | -36.3% |
| All | -27.3% | +34.9% | -62.1% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling