+14.5%
FIX vs XME
+3.2%
+11.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +3.9% | +4.5% |
| 7D | -7.2% | +0.9% | -8.2% | -7.6% |
| 30D | -35.1% | -7.3% | -27.8% | -30.4% |
| 3M | -34.3% | -14.8% | -19.5% | -25.0% |
| 6M | -42.9% | -18.4% | -24.5% | -33.2% |
| YTD | +19.5% | -4.7% | +24.1% | +14.3% |
| All | +14.5% | +3.2% | +11.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling