+120.9%
FE vs XME
+270.2%
-149.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.5% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +4.3% | -9.2% | +13.5% | +5.9% |
| 3M | +0.4% | -17.8% | +18.2% | +3.6% |
| 6M | +6.9% | -20.0% | +27.0% | +10.4% |
| YTD | +8.0% | -6.6% | +14.6% | +7.3% |
| 1Y | +4.8% | +1.8% | +3.1% | +2.2% |
| 3Y | +49.0% | +98.7% | -49.8% | +22.8% |
| 5Y | +46.2% | +123.9% | -77.7% | +14.6% |
| 10Y | +120.9% | +277.9% | -157.0% | +23.5% |
| All | +120.9% | +270.2% | -149.3% | +23.5% |
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