-61.4%
XE vs FHN
-3.6%
-57.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +25.1% | +1.3% | +23.9% | +25.1% |
| 30D | -11.5% | +2.8% | -14.3% | -11.1% |
| 3M | -44.7% | -8.9% | -35.7% | -45.2% |
| 6M | -64.5% | -0.7% | -63.8% | -67.5% |
| All | -61.4% | -3.6% | -57.8% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling