+11.6%
FE vs XME
+42.7%
-31.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +0.6% | +3.6% | -3.0% | +0.7% |
| 30D | -2.1% | +3.6% | -5.8% | -2.0% |
| 3M | +2.6% | +1.2% | +1.4% | +2.7% |
| 6M | -6.8% | +9.0% | -15.8% | -7.0% |
| YTD | +6.9% | +15.9% | -9.0% | +6.3% |
| 1Y | +11.6% | +43.2% | -31.6% | +14.7% |
| All | +11.6% | +42.7% | -31.1% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling