+448.7%
FIX vs XME
+84.7%
+364.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.1% | +2.6% |
| 7D | -17.5% | -4.5% | -13.0% | -13.8% |
| 30D | -41.6% | -10.9% | -30.7% | -35.1% |
| 3M | -40.6% | -15.3% | -25.3% | -32.0% |
| 6M | -49.4% | -24.6% | -24.7% | -36.3% |
| YTD | +9.2% | -9.6% | +18.8% | +16.8% |
| 1Y | +6.5% | +2.9% | +3.5% | +2.1% |
| 3Y | +448.7% | +86.9% | +361.8% | +204.2% |
| All | +448.7% | +84.7% | +364.0% | +204.2% |
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