-61.8%
XE vs FGI
-2.7%
-59.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.9% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | -18.6% | -3.2% | -15.4% | -18.5% |
| 3M | -50.7% | +64.1% | -114.8% | -52.4% |
| 6M | -63.0% | +17.2% | -80.2% | -66.9% |
| All | -61.8% | -2.7% | -59.1% | -67.5% |
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