-45.8%
XE vs BB
+40.1%
-85.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.7% | -5.5% | -7.3% |
| 7D | -11.4% | -2.1% | -9.3% | -10.6% |
| 30D | -23.0% | -16.0% | -7.0% | -18.6% |
| 3M | -12.1% | -14.5% | +2.4% | -6.5% |
| All | -45.8% | +40.1% | -85.9% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling