-54.4%
FPS vs XME
-23.0%
-31.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +2.3% |
| 7D | -24.5% | -4.5% | -20.1% | -18.7% |
| 30D | -52.1% | -10.9% | -41.2% | -42.8% |
| 3M | -48.4% | -15.3% | -33.1% | -35.8% |
| 6M | -54.4% | -24.6% | -29.7% | -36.3% |
| All | -54.4% | -23.0% | -31.4% | -36.3% |
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