+5,993.3%
FIX vs XME
+401.9%
+5,591.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.6% |
| 7D | +6.1% | +3.6% | +2.4% | +3.6% |
| 30D | -2.7% | +3.6% | -6.3% | -5.1% |
| 3M | -10.9% | +1.2% | -12.2% | -11.7% |
| 6M | +29.0% | +9.0% | +19.9% | +22.1% |
| YTD | +76.9% | +15.9% | +61.0% | +60.6% |
| 1Y | +130.7% | +43.2% | +87.6% | +83.2% |
| 3Y | +790.7% | +137.4% | +653.3% | +421.5% |
| 5Y | +2,185.6% | +185.0% | +2,000.5% | +1,033.4% |
| 10Y | +5,993.3% | +409.5% | +5,583.8% | +1,726.8% |
| All | +5,993.3% | +401.9% | +5,591.4% | +1,726.8% |
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