+295.8%
FTI vs XME
+421.4%
-125.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.8% |
| 7D | -4.4% | -4.2% | -0.2% | -1.3% |
| 30D | +1.5% | -2.7% | +4.2% | +3.0% |
| 3M | +8.2% | -3.9% | +12.1% | +9.7% |
| 6M | +18.8% | -1.0% | +19.8% | +14.7% |
| YTD | +71.7% | +9.8% | +61.9% | +50.2% |
| 1Y | +90.0% | +32.5% | +57.5% | +38.2% |
| 3Y | +270.5% | +124.3% | +146.2% | +64.6% |
| 5Y | +1,084.5% | +165.8% | +918.7% | +329.5% |
| All | +295.8% | +421.4% | -125.5% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling