+9.4%
XME vs FIGR
-29.9%
+39.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +0.3% | +11.0% | -10.7% | -1.3% |
| 30D | -6.1% | +0.7% | -6.8% | -6.5% |
| 3M | -18.6% | -20.9% | +2.3% | -16.6% |
| 6M | -23.9% | -37.7% | +13.8% | -20.4% |
| YTD | -9.3% | -38.2% | +28.9% | -9.5% |
| 1Y | +1.8% | -27.1% | +28.9% | -2.0% |
| All | +9.4% | -29.9% | +39.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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