+111.7%
XME vs FHN
+61.2%
+50.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.3% | +2.1% | -1.8% | -0.3% |
| 30D | -6.1% | +3.8% | -9.9% | -7.2% |
| 3M | -18.6% | -8.9% | -9.7% | -16.4% |
| 6M | -23.9% | +1.8% | -25.7% | -24.5% |
| YTD | -9.3% | +0.6% | -9.9% | -9.8% |
| 1Y | +1.8% | +12.9% | -11.2% | -2.1% |
| 3Y | +93.0% | +126.4% | -33.4% | +55.7% |
| All | +111.7% | +61.2% | +50.5% | +71.3% |
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