+705.5%
FTI vs XME
+246.2%
+459.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.9% |
| 7D | -0.2% | +3.6% | -3.8% | -2.8% |
| 30D | +12.3% | +3.6% | +8.7% | +8.9% |
| 3M | +13.8% | +1.2% | +12.5% | +10.7% |
| 6M | +24.3% | +9.0% | +15.2% | +12.1% |
| YTD | +75.8% | +15.9% | +59.8% | +49.6% |
| 1Y | +99.6% | +43.2% | +56.4% | +41.5% |
| 3Y | +278.4% | +137.4% | +141.1% | +77.6% |
| 5Y | +1,168.7% | +185.0% | +983.6% | +405.5% |
| 10Y | +297.5% | +409.5% | -112.0% | +3.8% |
| All | +705.5% | +246.2% | +459.4% | +126.1% |
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