-2.3%
FERG vs XME
+46.4%
-48.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.2% | +6.0% | -16.2% | -11.9% |
| 3M | -0.6% | -7.7% | +7.2% | +1.6% |
| 6M | -6.5% | +1.0% | -7.5% | -8.1% |
| YTD | +4.2% | +14.6% | -10.5% | -1.7% |
| 1Y | -2.3% | +46.0% | -48.2% | -19.9% |
| All | -2.3% | +46.4% | -48.7% | -19.9% |
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