+109.2%
FE vs XME
+401.9%
-292.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | -2.1% | +3.6% | -5.8% | -2.9% |
| 3M | +2.6% | +1.2% | +1.4% | +2.0% |
| 6M | -6.8% | +9.0% | -15.8% | -9.1% |
| YTD | +6.9% | +15.9% | -9.0% | +2.4% |
| 1Y | +11.6% | +43.2% | -31.6% | +1.7% |
| 3Y | +47.7% | +137.4% | -89.7% | +18.3% |
| 5Y | +46.2% | +185.0% | -138.8% | +9.4% |
| 10Y | +109.2% | +409.5% | -300.3% | +8.5% |
| All | +109.2% | +401.9% | -292.8% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling