+225.6%
FANG vs XME
+162.6%
+63.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | +2.9% | -4.2% | +7.1% | +4.9% |
| 30D | +2.6% | -2.7% | +5.3% | +3.5% |
| 3M | +7.6% | -3.9% | +11.5% | +8.4% |
| 6M | +17.3% | -1.0% | +18.3% | +13.9% |
| YTD | +38.7% | +9.8% | +28.9% | +24.4% |
| 1Y | +51.6% | +32.5% | +19.1% | +18.1% |
| 3Y | +50.0% | +124.3% | -74.4% | -21.3% |
| All | +225.6% | +162.6% | +63.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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 · 6 months rolling