+582.9%
FTI vs XME
+170.7%
+412.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +3.2% |
| 7D | +4.3% | +0.3% | +4.0% | +3.8% |
| 30D | -4.7% | -6.1% | +1.5% | -0.6% |
| 3M | -13.5% | -18.6% | +5.1% | -0.7% |
| 6M | -8.7% | -23.9% | +15.2% | +7.7% |
| YTD | +49.0% | -9.3% | +58.4% | +50.7% |
| 1Y | +54.0% | +1.8% | +52.3% | +42.1% |
| 3Y | +211.6% | +93.0% | +118.6% | +69.2% |
| 5Y | +881.9% | +107.0% | +774.9% | +392.1% |
| 10Y | +188.1% | +266.9% | -78.9% | -4.4% |
| All | +582.9% | +170.7% | +412.2% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling