+93.0%
XME vs FLR
+35.7%
+57.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.3% | +5.4% | -5.1% | -1.6% |
| 30D | -6.1% | +2.8% | -9.0% | -7.1% |
| 3M | -18.6% | -6.4% | -12.2% | -16.9% |
| 6M | -23.9% | +8.8% | -32.7% | -26.7% |
| YTD | -9.3% | +23.6% | -32.9% | -17.4% |
| 1Y | +1.8% | +13.8% | -12.0% | -4.7% |
| 3Y | +93.0% | +36.5% | +56.5% | +49.2% |
| All | +93.0% | +35.7% | +57.3% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling