+46.0%
FE vs XME
+108.0%
-61.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +4.5% | -6.1% | +10.7% | +5.2% |
| 3M | +1.3% | -18.6% | +20.0% | +3.5% |
| 6M | +8.7% | -23.9% | +32.6% | +11.6% |
| YTD | +9.2% | -9.3% | +18.6% | +8.7% |
| 1Y | +7.0% | +1.8% | +5.2% | +4.4% |
| 3Y | +51.4% | +93.0% | -41.6% | +28.2% |
| All | +46.0% | +108.0% | -61.9% | +22.7% |
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 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