+181.5%
XME vs FLR
+245.1%
-63.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | +0.5% |
| 7D | -0.2% | -3.1% | +2.9% | +0.9% |
| 30D | +1.4% | +4.9% | -3.5% | -0.5% |
| 3M | +2.7% | +10.8% | -8.1% | -2.1% |
| 6M | +6.5% | +19.7% | -13.2% | -2.2% |
| YTD | +15.2% | +38.4% | -23.2% | -0.1% |
| 1Y | +43.5% | +34.7% | +8.8% | +25.5% |
| 3Y | +135.9% | +56.7% | +79.2% | +78.3% |
| 5Y | +181.5% | +241.6% | -60.2% | +60.8% |
| All | +181.5% | +245.1% | -63.6% | +60.8% |
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