+25.1%
BX vs XME
+132.9%
-107.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.3% |
| 7D | -5.7% | -0.2% | -5.4% | -5.6% |
| 30D | -8.9% | +1.4% | -10.3% | -9.8% |
| 3M | +8.4% | +2.7% | +5.7% | +6.3% |
| 6M | +18.9% | +6.5% | +12.4% | +12.9% |
| YTD | -13.6% | +15.2% | -28.8% | -23.2% |
| 1Y | -22.4% | +43.5% | -65.9% | -42.0% |
| All | +25.1% | +132.9% | -107.8% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling