+111.7%
XME vs FLR
+112.0%
-0.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.3% | +5.4% | -5.1% | -1.7% |
| 30D | -6.1% | +2.8% | -9.0% | -7.2% |
| 3M | -18.6% | -6.4% | -12.2% | -16.7% |
| 6M | -23.9% | +8.8% | -32.7% | -27.1% |
| YTD | -9.3% | +23.6% | -32.9% | -18.4% |
| 1Y | +1.8% | +13.8% | -12.0% | -5.5% |
| 3Y | +93.0% | +36.5% | +56.5% | +51.5% |
| All | +111.7% | +112.0% | -0.3% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling