+49.0%
FE vs XME
+176.2%
-127.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -1.2% | +6.0% | -7.2% | -1.9% |
| 3M | +3.5% | -7.7% | +11.2% | +4.3% |
| 6M | -6.1% | +1.0% | -7.0% | -6.7% |
| YTD | +7.6% | +14.6% | -7.0% | +4.6% |
| 1Y | +11.9% | +46.0% | -34.0% | +4.4% |
| 3Y | +48.4% | +127.0% | -78.6% | +26.0% |
| All | +49.0% | +176.2% | -127.2% | +22.5% |
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 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