+693.0%
FN vs XME
+260.6%
+432.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.3% |
| 7D | +0.3% | +0.3% | -0.1% | +0.5% |
| 30D | -16.5% | -6.1% | -10.4% | -12.2% |
| 3M | -42.1% | -18.6% | -23.5% | -33.6% |
| 6M | -52.9% | -23.9% | -29.0% | -43.6% |
| YTD | -28.0% | -9.3% | -18.6% | -22.1% |
| 1Y | -18.5% | +1.8% | -20.3% | -17.2% |
| 3Y | +93.9% | +93.0% | +0.9% | +39.7% |
| 5Y | +170.5% | +107.0% | +63.5% | +81.6% |
| All | +693.0% | +260.6% | +432.4% | +267.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling