+494.2%
FIX vs XME
+93.2%
+401.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -27.8% | -6.1% | -21.6% | -23.1% |
| 3M | -35.6% | -18.6% | -16.9% | -23.2% |
| 6M | -45.2% | -23.9% | -21.3% | -31.5% |
| YTD | +19.5% | -9.3% | +28.8% | +27.7% |
| 1Y | +24.2% | +1.8% | +22.5% | +20.3% |
| 3Y | +494.2% | +93.0% | +401.2% | +220.5% |
| All | +494.2% | +93.2% | +401.0% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling