-56.6%
FIG vs XME
+37.7%
-94.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | -12.2% | -3.0% | -9.2% | -11.9% |
| 30D | -11.0% | -2.6% | -8.4% | -10.6% |
| 3M | +11.9% | +2.2% | +9.7% | +12.0% |
| 6M | -21.9% | +0.7% | -22.6% | -22.5% |
| YTD | -40.8% | +10.9% | -51.7% | -48.2% |
| 1Y | -56.6% | +35.7% | -92.3% | -74.8% |
| All | -56.6% | +37.7% | -94.3% | -74.8% |
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