+280.6%
XME vs FDS
+132.8%
+147.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | -0.2% |
| 7D | +1.5% | -2.1% | +3.7% | +2.1% |
| 30D | -7.3% | +16.0% | -23.3% | -11.9% |
| 3M | -17.4% | +18.8% | -36.2% | -22.7% |
| 6M | -21.8% | +54.1% | -75.9% | -34.8% |
| YTD | -6.0% | +17.0% | -23.0% | -13.8% |
| 1Y | +3.8% | +25.5% | -21.7% | -8.3% |
| 3Y | +100.0% | -23.3% | +123.3% | +116.7% |
| 5Y | +116.1% | -22.6% | +138.7% | +129.1% |
| 10Y | +280.6% | +130.2% | +150.4% | +151.1% |
| All | +280.6% | +132.8% | +147.8% | +151.1% |
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