+15,470.8%
FIX vs XME
+242.3%
+15,228.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -15.9% | -7.7% | -8.1% | -12.3% |
| 6M | +12.7% | +1.0% | +11.8% | +12.6% |
| YTD | +72.8% | +14.6% | +58.2% | +61.4% |
| 1Y | +122.9% | +46.0% | +76.9% | +83.8% |
| 3Y | +774.3% | +127.0% | +647.3% | +483.0% |
| 5Y | +2,049.5% | +175.8% | +1,873.7% | +1,156.2% |
| 10Y | +5,821.5% | +414.6% | +5,406.8% | +2,341.8% |
| All | +15,470.8% | +242.3% | +15,228.5% | +5,847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling