-1.5%
BX vs XME
-22.4%
+20.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | -1.1% | +5.3% | -6.4% | -2.5% |
| 30D | +8.8% | -8.2% | +17.0% | +11.5% |
| 3M | -18.3% | -18.4% | +0.1% | -12.9% |
| 6M | -1.5% | -22.8% | +21.3% | +5.8% |
| All | -1.5% | -22.4% | +20.9% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling