+436.9%
XME vs FDS
+72.8%
+364.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.5% |
| 7D | -0.2% | -8.8% | +8.6% | +2.7% |
| 30D | +1.4% | -1.4% | +2.8% | +1.5% |
| 3M | +2.7% | +13.9% | -11.1% | -3.5% |
| 6M | +6.5% | +27.4% | -20.9% | -5.8% |
| YTD | +15.2% | -2.5% | +17.7% | +12.7% |
| 1Y | +43.5% | -23.8% | +67.3% | +55.2% |
| 3Y | +135.9% | -32.5% | +168.4% | +165.1% |
| 5Y | +181.5% | -23.2% | +204.6% | +190.4% |
| 10Y | +436.9% | +76.4% | +360.5% | +266.0% |
| All | +436.9% | +72.8% | +364.0% | +266.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling