+104.0%
XME vs FDS
-24.3%
+128.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.5% |
| 7D | +0.9% | -5.0% | +5.9% | +0.9% |
| 30D | -7.3% | +13.8% | -21.1% | -7.4% |
| 3M | -14.8% | +14.8% | -29.6% | -14.9% |
| 6M | -18.4% | +47.4% | -65.8% | -19.4% |
| YTD | -4.7% | +14.2% | -18.8% | -2.2% |
| 1Y | +5.7% | +26.6% | -20.9% | +6.0% |
| 3Y | +104.0% | -24.4% | +128.4% | +127.0% |
| All | +104.0% | -24.3% | +128.3% | +127.0% |
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 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