-65.6%
XE vs FGI
-3.8%
-61.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -5.0% | -3.5% | -8.2% |
| 7D | -12.9% | +3.3% | -16.3% | -13.0% |
| 30D | -30.3% | -2.0% | -28.2% | -30.2% |
| 3M | -45.9% | +60.3% | -106.1% | -47.8% |
| 6M | -66.2% | +0.7% | -67.0% | -70.6% |
| All | -65.6% | -3.8% | -61.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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