+407.7%
XME vs FHN
+129.4%
+278.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -2.6% | -2.6% | 0.0% | -1.6% |
| 3M | +2.2% | +0.8% | +1.3% | +1.4% |
| 6M | +0.7% | +9.2% | -8.5% | -3.4% |
| YTD | +10.9% | +5.1% | +5.8% | +8.0% |
| 1Y | +35.7% | +12.2% | +23.5% | +27.8% |
| 3Y | +127.1% | +132.4% | -5.3% | +52.9% |
| 5Y | +168.5% | +91.1% | +77.4% | +75.4% |
| All | +407.7% | +129.4% | +278.2% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling