-40.9%
XE vs BB
+44.1%
-84.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.5% | -8.3% | -9.4% |
| 7D | -4.6% | +1.8% | -6.5% | -5.1% |
| 30D | -16.4% | -12.2% | -4.1% | -12.9% |
| 3M | -15.5% | -12.3% | -3.2% | -11.0% |
| All | -40.9% | +44.1% | -84.9% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling