-65.6%
XE vs USFR
+2.2%
-67.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.5% |
| 7D | -12.9% | +0.1% | -13.0% | -8.3% |
| 30D | -30.3% | +0.4% | -30.6% | -14.7% |
| 3M | -45.9% | +1.1% | -46.9% | -4.4% |
| 6M | -66.2% | +2.0% | -68.3% | -4.5% |
| All | -65.6% | +2.2% | -67.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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