+777.0%
FIX vs XME
+127.9%
+649.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | +6.0% | -13.2% | -12.2% |
| 3M | -15.9% | -7.7% | -8.1% | -10.6% |
| 6M | +12.7% | +1.0% | +11.8% | +10.9% |
| YTD | +72.8% | +14.6% | +58.2% | +50.9% |
| 1Y | +122.9% | +46.0% | +76.9% | +55.9% |
| All | +777.0% | +127.9% | +649.0% | +295.5% |
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