+241.5%
XME vs FLR
+58.0%
+183.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +3.6% | +0.7% | +3.0% | +3.3% |
| 30D | +3.6% | -0.7% | +4.3% | +3.5% |
| 3M | +1.2% | +14.3% | -13.1% | -5.7% |
| 6M | +9.0% | +25.6% | -16.6% | -3.7% |
| YTD | +15.9% | +42.9% | -26.9% | -3.7% |
| 1Y | +43.2% | +38.7% | +4.4% | +20.0% |
| 3Y | +137.4% | +61.8% | +75.6% | +70.7% |
| 5Y | +185.0% | +254.1% | -69.0% | +35.5% |
| 10Y | +409.5% | +20.0% | +389.4% | +198.7% |
| All | +241.5% | +58.0% | +183.6% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling