+743.6%
FN vs XME
+300.2%
+443.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.4% | +8.3% | +9.6% |
| 7D | 0.0% | -4.5% | +4.4% | +3.2% |
| 30D | -34.3% | -10.9% | -23.4% | -28.9% |
| 3M | -39.9% | -15.3% | -24.6% | -33.0% |
| 6M | -51.8% | -24.6% | -27.2% | -42.3% |
| YTD | -28.1% | -9.6% | -18.5% | -22.5% |
| 1Y | -29.1% | +2.9% | -32.0% | -28.5% |
| 3Y | +102.4% | +86.9% | +15.5% | +48.1% |
| 5Y | +171.7% | +115.2% | +56.5% | +79.0% |
| All | +743.6% | +300.2% | +443.4% | +305.6% |
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