+838.5%
BX vs XME
+91.7%
+746.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.7% |
| 7D | -1.1% | +5.3% | -6.4% | -4.0% |
| 30D | +8.8% | -8.2% | +17.0% | +13.7% |
| 3M | -18.3% | -18.4% | +0.1% | -9.0% |
| 6M | -1.5% | -22.8% | +21.3% | +12.0% |
| YTD | -19.9% | -7.9% | -12.0% | -19.2% |
| 1Y | -14.5% | -0.9% | -13.6% | -17.7% |
| 3Y | +32.3% | +96.0% | -63.7% | -16.1% |
| 5Y | -1.1% | +110.3% | -111.4% | -40.5% |
| 10Y | +657.8% | +272.8% | +385.0% | +193.1% |
| All | +838.5% | +91.7% | +746.8% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling