+6.7%
XME vs FDS
+31.1%
-24.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -0.7% |
| 7D | -5.5% | +9.4% | -14.9% | -4.5% |
| 30D | -11.1% | +23.8% | -34.9% | -9.2% |
| 3M | -11.1% | +25.1% | -36.3% | -9.0% |
| 6M | -18.0% | +53.8% | -71.8% | -13.8% |
| YTD | -7.4% | +19.6% | -26.9% | -3.0% |
| 1Y | +6.7% | +31.6% | -25.0% | +14.4% |
| All | +6.7% | +31.1% | -24.5% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling