+3,689.8%
FN vs XME
+195.8%
+3,494.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | +6.0% | -28.0% | -24.4% |
| 3M | -43.0% | -7.7% | -35.3% | -40.0% |
| 6M | -27.7% | +1.0% | -28.7% | -27.3% |
| YTD | -10.5% | +14.6% | -25.2% | -16.4% |
| 1Y | +12.5% | +46.0% | -33.5% | -7.7% |
| 3Y | +153.8% | +127.0% | +26.8% | +67.7% |
| 5Y | +288.0% | +175.8% | +112.2% | +124.7% |
| 10Y | +906.4% | +414.6% | +491.8% | +294.6% |
| All | +3,689.8% | +195.8% | +3,494.0% | +2,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling