-80.9%
FIG vs XME
+64.2%
-145.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.2% |
| 7D | -14.5% | -0.2% | -14.2% | -14.4% |
| 30D | -13.3% | +1.4% | -14.7% | -13.3% |
| 3M | +7.4% | +2.7% | +4.7% | +8.1% |
| 6M | -27.8% | +6.5% | -34.3% | -28.7% |
| YTD | -41.1% | +15.2% | -56.3% | -46.5% |
| 1Y | -58.7% | +43.5% | -102.2% | -62.0% |
| All | -80.9% | +64.2% | -145.2% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling