-47.5%
FPS vs XME
-18.8%
-28.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.5% | +10.5% | +8.2% |
| 7D | -8.0% | +0.9% | -8.9% | -7.9% |
| 30D | -43.5% | -7.3% | -36.2% | -36.5% |
| 3M | -41.6% | -14.8% | -26.8% | -28.7% |
| All | -47.5% | -18.8% | -28.6% | -33.4% |
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