+181.5%
XME vs FHN
+90.1%
+91.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -0.2% | 0.0% | -0.3% | -0.3% |
| 30D | +1.4% | -2.6% | +4.0% | +2.1% |
| 3M | +2.7% | 0.0% | +2.7% | +2.5% |
| 6M | +6.5% | +9.2% | -2.7% | +3.5% |
| YTD | +15.2% | +4.3% | +10.8% | +13.3% |
| 1Y | +43.5% | +10.8% | +32.7% | +38.3% |
| 3Y | +135.9% | +130.7% | +5.1% | +87.3% |
| 5Y | +181.5% | +87.4% | +94.1% | +108.3% |
| All | +181.5% | +90.1% | +91.4% | +108.3% |
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 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 · 6 months rolling