-22.6%
FPS vs XME
-18.6%
-4.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.0% | -16.3% | -16.0% |
| 7D | -23.3% | -5.5% | -17.9% | -17.3% |
| 30D | -42.4% | -11.1% | -31.3% | -32.1% |
| 3M | -43.0% | -11.1% | -31.9% | -34.1% |
| 6M | -44.5% | -18.0% | -26.5% | -30.4% |
| All | -22.6% | -18.6% | -4.0% | -3.8% |
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