-8.5%
FPS vs XME
-0.3%
-8.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.2% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -18.6% | +6.0% | -24.5% | -24.4% |
| 3M | -51.5% | -7.7% | -43.7% | -48.2% |
| 6M | -8.5% | +1.0% | -9.5% | -12.9% |
| All | -8.5% | -0.3% | -8.2% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling