+794.1%
FN vs XME
+270.2%
+523.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -3.5% |
| 7D | -4.1% | -0.2% | -3.9% | -3.2% |
| 30D | -28.3% | -9.2% | -19.2% | -23.1% |
| 3M | -33.9% | -17.8% | -16.1% | -24.8% |
| 6M | -43.9% | -20.0% | -23.9% | -34.9% |
| YTD | -23.4% | -6.6% | -16.9% | -18.9% |
| 1Y | -25.4% | +1.8% | -27.2% | -24.3% |
| 3Y | +107.9% | +98.7% | +9.2% | +47.0% |
| 5Y | +195.1% | +123.9% | +71.2% | +89.5% |
| 10Y | +794.1% | +277.9% | +516.2% | +306.5% |
| All | +794.1% | +270.2% | +523.9% | +306.5% |
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