+402.6%
XME vs FLR
+19.7%
+382.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -4.2% | -3.5% | -0.7% | -3.3% |
| 30D | -2.7% | +4.2% | -6.9% | -3.9% |
| 3M | -3.9% | +8.1% | -12.0% | -6.5% |
| 6M | -1.0% | +21.5% | -22.5% | -7.2% |
| YTD | +9.8% | +36.8% | -27.0% | -0.5% |
| 1Y | +32.5% | +31.2% | +1.3% | +21.3% |
| 3Y | +124.3% | +53.9% | +70.5% | +89.0% |
| 5Y | +165.8% | +243.0% | -77.2% | +80.6% |
| All | +402.6% | +19.7% | +382.9% | +274.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling