+137.4%
XME vs FDS
-30.4%
+167.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.2% |
| 7D | +3.6% | -5.4% | +9.0% | +3.7% |
| 30D | +3.6% | +1.6% | +2.1% | +3.6% |
| 3M | +1.2% | +17.7% | -16.5% | +0.7% |
| 6M | +9.0% | +29.1% | -20.0% | +7.6% |
| YTD | +15.9% | +1.0% | +15.0% | +18.9% |
| 1Y | +43.2% | -21.6% | +64.8% | +56.6% |
| 3Y | +137.4% | -30.1% | +167.5% | +161.9% |
| All | +137.4% | -30.4% | +167.8% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling