+9,738.5%
FIX vs XME
+169.9%
+9,568.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.1% | +3.7% |
| 7D | -17.5% | -4.5% | -13.0% | -15.1% |
| 30D | -41.6% | -10.9% | -30.7% | -37.5% |
| 3M | -40.6% | -15.3% | -25.3% | -35.1% |
| 6M | -49.4% | -24.6% | -24.7% | -41.1% |
| YTD | +9.2% | -9.6% | +18.8% | +16.0% |
| 1Y | +6.5% | +2.9% | +3.5% | +6.0% |
| 3Y | +448.7% | +86.9% | +361.8% | +307.4% |
| 5Y | +948.7% | +115.2% | +833.6% | +602.4% |
| 10Y | +3,659.7% | +305.7% | +3,354.0% | +1,673.3% |
| All | +9,738.5% | +169.9% | +9,568.6% | +4,177.5% |
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 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