-40.9%
XE vs FHN
+0.5%
-41.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -10.0% |
| 7D | -4.6% | 0.0% | -4.7% | -4.7% |
| 30D | -16.4% | -2.6% | -13.8% | -16.6% |
| 3M | -15.5% | 0.0% | -15.6% | -18.8% |
| All | -40.9% | +0.5% | -41.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · Available span rolling