+6.7%
XME vs FLR
+2.5%
+4.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -5.5% | +1.4% | -6.8% | -6.0% |
| 30D | -11.1% | -5.9% | -5.2% | -8.9% |
| 3M | -11.1% | -7.6% | -3.5% | -9.3% |
| 6M | -18.0% | -9.3% | -8.7% | -16.7% |
| YTD | -7.4% | +20.1% | -27.5% | -19.8% |
| 1Y | +6.7% | +3.0% | +3.7% | +1.3% |
| All | +6.7% | +2.5% | +4.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling