+2,625.3%
FN vs XME
+125.6%
+2,499.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.6% | -8.6% | -11.1% |
| 7D | -16.0% | -10.5% | -5.5% | -10.3% |
| 30D | -40.1% | -16.5% | -23.6% | -33.3% |
| 3M | -43.9% | -19.2% | -24.7% | -36.5% |
| 6M | -55.6% | -23.8% | -31.8% | -47.8% |
| YTD | -35.7% | -12.6% | -23.1% | -29.7% |
| 1Y | -39.8% | -0.1% | -39.7% | -38.4% |
| 3Y | +80.3% | +79.3% | +1.0% | +36.9% |
| 5Y | +143.3% | +108.2% | +35.1% | +66.0% |
| 10Y | +682.3% | +292.6% | +389.7% | +259.0% |
| All | +2,625.3% | +125.6% | +2,499.7% | +1,713.3% |
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