+851.5%
BX vs XME
+88.7%
+762.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +14.2% | -6.1% | +20.4% | +17.8% |
| 3M | -18.7% | -18.6% | -0.1% | -9.4% |
| 6M | +2.5% | -23.9% | +26.4% | +17.4% |
| YTD | -18.8% | -9.3% | -9.5% | -17.3% |
| 1Y | -10.3% | +1.8% | -12.1% | -15.0% |
| 3Y | +35.4% | +93.0% | -57.6% | -13.4% |
| 5Y | +0.3% | +107.0% | -106.7% | -39.2% |
| 10Y | +668.4% | +266.9% | +401.4% | +199.8% |
| All | +851.5% | +88.7% | +762.9% | +250.3% |
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 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