-80.3%
FIG vs XME
+65.3%
-145.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -5.8% |
| 7D | -16.4% | +3.6% | -20.0% | -16.6% |
| 30D | -2.3% | +3.6% | -6.0% | -2.5% |
| 3M | +7.8% | +1.2% | +6.6% | +8.8% |
| 6M | -21.8% | +9.0% | -30.9% | -23.2% |
| YTD | -39.1% | +15.9% | -55.0% | -44.7% |
| 1Y | -56.6% | +43.2% | -99.8% | -60.4% |
| All | -80.3% | +65.3% | -145.6% | -78.5% |
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