+86.9%
XME vs FGI
+1.5%
+85.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.4% |
| 7D | -4.5% | -7.0% | +2.5% | -4.4% |
| 30D | -10.9% | -4.2% | -6.6% | -10.8% |
| 3M | -15.3% | +55.6% | -70.9% | -16.0% |
| 6M | -24.6% | -3.2% | -21.5% | -25.0% |
| YTD | -9.6% | +29.1% | -38.8% | -11.3% |
| 1Y | +2.9% | +51.0% | -48.1% | +0.9% |
| 3Y | +86.9% | +1.5% | +85.4% | +87.6% |
| All | +86.9% | +1.5% | +85.4% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling