+2,105.4%
FIX vs XME
+176.2%
+1,929.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | -7.2% | +6.0% | -13.2% | -11.1% |
| 3M | -15.9% | -7.7% | -8.1% | -11.7% |
| 6M | +12.7% | +1.0% | +11.8% | +11.9% |
| YTD | +72.8% | +14.6% | +58.2% | +57.7% |
| 1Y | +122.9% | +46.0% | +76.9% | +74.8% |
| 3Y | +774.3% | +127.0% | +647.3% | +432.8% |
| All | +2,105.4% | +176.2% | +1,929.2% | +1,085.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling