-72.3%
FLNC vs XME
+173.6%
-245.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | 0.0% |
| 7D | -5.0% | -3.0% | -2.0% | -1.4% |
| 30D | -26.1% | -2.6% | -23.5% | -23.7% |
| 3M | -55.2% | +2.2% | -57.3% | -55.7% |
| 6M | -42.6% | +0.7% | -43.3% | -41.8% |
| YTD | -51.0% | +10.9% | -61.9% | -55.0% |
| 1Y | +43.3% | +35.7% | +7.6% | +11.0% |
| 3Y | -63.4% | +127.1% | -190.5% | -83.3% |
| All | -72.3% | +173.6% | -245.9% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 all: compounded portfolio wealth divided by compounded XME 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…
all analysis · Full analysis span regression · 6 months rolling