-40.9%
XE vs BR
+10.4%
-51.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.3% | -9.6% | -10.0% |
| 7D | -4.6% | -5.0% | +0.4% | -6.4% |
| 30D | -16.4% | -2.5% | -13.9% | -17.4% |
| 3M | -15.5% | +13.5% | -29.0% | -7.0% |
| All | -40.9% | +10.4% | -51.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling