+175.6%
FN vs XME
+108.0%
+67.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.2% |
| 7D | +0.3% | +0.3% | -0.1% | +0.5% |
| 30D | -16.5% | -6.1% | -10.4% | -11.6% |
| 3M | -42.1% | -18.6% | -23.5% | -32.3% |
| 6M | -52.9% | -23.9% | -29.0% | -42.4% |
| YTD | -28.0% | -9.3% | -18.6% | -21.5% |
| 1Y | -18.5% | +1.8% | -20.3% | -17.1% |
| 3Y | +93.9% | +93.0% | +0.9% | +36.4% |
| All | +175.6% | +108.0% | +67.7% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling