+93.9%
FN vs XME
+93.2%
+0.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -5.9% |
| 7D | +0.3% | +0.3% | -0.1% | +0.5% |
| 30D | -16.5% | -6.1% | -10.4% | -10.3% |
| 3M | -42.1% | -18.6% | -23.5% | -29.6% |
| 6M | -52.9% | -23.9% | -29.0% | -39.5% |
| YTD | -28.0% | -9.3% | -18.6% | -21.4% |
| 1Y | -18.5% | +1.8% | -20.3% | -19.0% |
| 3Y | +93.9% | +93.0% | +0.9% | +8.1% |
| All | +93.9% | +93.2% | +0.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling