+6.7%
XME vs FND
-10.3%
+16.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.9% | -11.9% | -3.4% |
| 7D | -5.5% | +12.3% | -17.8% | -8.0% |
| 30D | -11.1% | +14.7% | -25.9% | -14.0% |
| 3M | -11.1% | -12.0% | +0.9% | -8.5% |
| 6M | -18.0% | +10.8% | -28.8% | -21.3% |
| YTD | -7.4% | -12.3% | +4.9% | -5.4% |
| 1Y | +6.7% | -13.4% | +20.1% | +9.4% |
| All | +6.7% | -10.3% | +16.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling