-23.6%
FPS vs XME
-19.1%
-4.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.0% | -7.8% | -6.9% |
| 7D | +21.6% | +5.3% | +16.3% | +14.6% |
| 30D | -38.8% | -8.2% | -30.6% | -28.8% |
| 3M | -42.1% | -18.4% | -23.7% | -23.2% |
| 6M | -48.5% | -22.8% | -25.7% | -28.6% |
| All | -23.6% | -19.1% | -4.5% | -2.2% |
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