-23.7%
FPS vs XME
-20.4%
-3.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +2.1% |
| 7D | +13.6% | +0.3% | +13.2% | +14.3% |
| 30D | -32.4% | -6.1% | -26.2% | -23.4% |
| 3M | -41.1% | -18.6% | -22.5% | -21.4% |
| 6M | -51.4% | -23.9% | -27.5% | -31.3% |
| All | -23.7% | -20.4% | -3.3% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling