+3,759.0%
FIX vs XME
+277.3%
+3,481.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.4% | +4.6% |
| 7D | +6.4% | +1.5% | +4.9% | +5.9% |
| 30D | -29.1% | -7.3% | -21.8% | -24.8% |
| 3M | -31.1% | -17.4% | -13.7% | -21.6% |
| 6M | -42.8% | -21.8% | -21.0% | -32.7% |
| YTD | +24.6% | -6.0% | +30.6% | +30.4% |
| 1Y | +21.9% | +3.8% | +18.2% | +20.0% |
| 3Y | +524.9% | +100.0% | +424.9% | +309.4% |
| 5Y | +1,092.2% | +116.1% | +976.1% | +607.0% |
| 10Y | +3,759.0% | +280.6% | +3,478.4% | +1,236.3% |
| All | +3,759.0% | +277.3% | +3,481.7% | +1,236.3% |
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