+167.1%
XME vs FLR
+36.6%
+130.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +0.3% | +5.4% | -5.1% | -2.0% |
| 30D | -6.1% | +2.8% | -9.0% | -7.3% |
| 3M | -18.6% | -6.4% | -12.2% | -16.5% |
| 6M | -23.9% | +8.8% | -32.7% | -27.6% |
| YTD | -9.3% | +23.6% | -32.9% | -19.9% |
| 1Y | +1.8% | +13.8% | -12.0% | -6.7% |
| 3Y | +93.0% | +36.5% | +56.5% | +50.1% |
| 5Y | +107.0% | +119.3% | -12.4% | +23.6% |
| 10Y | +266.9% | +8.0% | +259.0% | +126.0% |
| All | +167.1% | +36.6% | +130.5% | +17.9% |
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