-65.6%
XE vs FDS
+51.8%
-117.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.9% | -11.4% | -7.6% |
| 7D | -12.9% | +9.4% | -22.3% | -10.6% |
| 30D | -30.3% | +23.8% | -54.0% | -26.3% |
| 3M | -45.9% | +25.1% | -71.0% | -42.7% |
| 6M | -66.2% | +53.8% | -120.0% | -60.0% |
| All | -65.6% | +51.8% | -117.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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