-65.6%
XE vs BB
+62.8%
-128.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +7.0% | -15.4% | -11.0% |
| 7D | -12.9% | -6.8% | -6.1% | -10.7% |
| 30D | -30.3% | -3.5% | -26.7% | -29.5% |
| 3M | -45.9% | -1.2% | -44.6% | -46.0% |
| 6M | -66.2% | +57.0% | -123.2% | -66.7% |
| All | -65.6% | +62.8% | -128.4% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling