+114.0%
FE vs XME
+169.9%
-55.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.2% |
| 7D | -1.0% | -4.5% | +3.4% | 0.0% |
| 30D | +4.1% | -10.9% | +15.0% | +6.7% |
| 3M | -1.0% | -15.3% | +14.2% | +2.3% |
| 6M | +4.0% | -24.6% | +28.6% | +9.8% |
| YTD | +6.8% | -9.6% | +16.5% | +7.1% |
| 1Y | +5.3% | +2.9% | +2.4% | +2.1% |
| 3Y | +44.6% | +86.9% | -42.3% | +18.2% |
| 5Y | +44.2% | +115.2% | -71.0% | +11.0% |
| 10Y | +107.3% | +305.7% | -198.5% | +25.3% |
| All | +114.0% | +169.9% | -55.9% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling