+253.6%
XME vs FDS
+127.7%
+125.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | -6.1% | +14.8% | -21.0% | -10.6% |
| 3M | -18.6% | +16.3% | -34.9% | -23.3% |
| 6M | -23.9% | +66.2% | -90.1% | -38.3% |
| YTD | -9.3% | +16.2% | -25.6% | -16.8% |
| 1Y | +1.8% | +21.8% | -20.1% | -8.9% |
| 3Y | +93.0% | -23.9% | +116.9% | +109.6% |
| 5Y | +107.0% | -23.1% | +130.1% | +119.8% |
| All | +253.6% | +127.7% | +125.9% | +132.0% |
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