+1,107.3%
FTI vs XME
+178.1%
+929.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | +5.0% | +1.4% | +3.6% | +3.8% |
| 3M | +13.8% | +2.7% | +11.1% | +10.8% |
| 6M | +22.9% | +6.5% | +16.4% | +15.1% |
| YTD | +75.0% | +15.2% | +59.8% | +53.9% |
| 1Y | +96.9% | +43.5% | +53.4% | +45.5% |
| 3Y | +276.7% | +135.9% | +140.9% | +87.4% |
| All | +1,107.3% | +178.1% | +929.2% | +402.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling