-83.2%
FIG vs XME
+29.2%
-112.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | -9.5% | -6.1% | -3.3% | -8.9% |
| 3M | -26.2% | -18.6% | -7.6% | -24.8% |
| 6M | +2.7% | -23.9% | +26.6% | +6.6% |
| YTD | -48.0% | -9.3% | -38.6% | -51.7% |
| 1Y | -52.0% | +1.8% | -53.8% | -58.5% |
| All | -83.2% | +29.2% | -112.4% | -81.2% |
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 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