-65.6%
XE vs BR
+24.3%
-89.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.0% | -11.5% | -7.1% |
| 7D | -12.9% | +7.0% | -19.9% | -10.1% |
| 30D | -30.3% | +19.0% | -49.2% | -25.0% |
| 3M | -45.9% | +13.1% | -59.0% | -42.5% |
| 6M | -66.2% | +24.6% | -90.9% | -61.0% |
| All | -65.6% | +24.3% | -89.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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