-93.2%
FRMI vs XME
+5.2%
-98.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.0% | -9.6% | -9.2% |
| 7D | -39.7% | -5.5% | -34.3% | -34.8% |
| 30D | -55.2% | -11.1% | -44.1% | -47.2% |
| 3M | -71.2% | -11.1% | -60.0% | -66.3% |
| 6M | -64.1% | -18.0% | -46.1% | -54.5% |
| YTD | -77.2% | -7.4% | -69.9% | -78.3% |
| 1Y | -93.2% | +6.7% | -99.8% | -94.7% |
| All | -93.2% | +5.2% | -98.4% | -94.7% |
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