-21.7%
FN vs XME
+3.2%
-24.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.4% | +6.2% |
| 7D | +16.3% | +0.9% | +15.3% | +16.0% |
| 30D | -24.7% | -7.3% | -17.4% | -18.1% |
| 3M | -34.9% | -14.8% | -20.2% | -23.8% |
| 6M | -41.1% | -18.4% | -22.7% | -28.4% |
| YTD | -19.6% | -4.7% | -15.0% | -24.6% |
| All | -21.7% | +3.2% | -24.9% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling