-40.9%
FIS vs XME
+412.4%
-453.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -9.1% | -0.2% | -8.8% | -9.0% |
| 30D | -10.4% | +1.4% | -11.8% | -11.0% |
| 3M | -3.7% | +2.7% | -6.4% | -5.4% |
| 6M | -24.8% | +6.5% | -31.3% | -27.7% |
| YTD | -41.6% | +15.2% | -56.8% | -45.9% |
| 1Y | -42.7% | +43.5% | -86.2% | -51.6% |
| 3Y | -26.2% | +135.9% | -162.1% | -49.5% |
| 5Y | -66.1% | +181.5% | -247.6% | -78.8% |
| 10Y | -40.9% | +436.9% | -477.7% | -74.8% |
| All | -40.9% | +412.4% | -453.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling