+16.0%
BX vs XME
+167.8%
-151.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -0.7% |
| 7D | -8.9% | -3.0% | -5.9% | -7.3% |
| 30D | -14.8% | -2.6% | -12.2% | -13.7% |
| 3M | +6.9% | +2.2% | +4.8% | +4.8% |
| 6M | +16.3% | +0.7% | +15.6% | +13.4% |
| YTD | -16.1% | +10.9% | -27.0% | -24.1% |
| 1Y | -26.8% | +35.7% | -62.5% | -43.2% |
| 3Y | +22.4% | +127.1% | -104.7% | -34.6% |
| 5Y | +16.0% | +168.5% | -152.5% | -42.5% |
| All | +16.0% | +167.8% | -151.8% | -42.5% |
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 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