+407.7%
XME vs FTV
+80.1%
+327.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -2.2% |
| 7D | -3.0% | -5.2% | +2.2% | +0.3% |
| 30D | -2.6% | -11.5% | +8.9% | +5.1% |
| 3M | +2.2% | -9.0% | +11.2% | +7.7% |
| 6M | +0.7% | -2.0% | +2.7% | +0.8% |
| YTD | +10.9% | -0.9% | +11.9% | +8.8% |
| 1Y | +35.7% | +14.8% | +20.9% | +20.1% |
| 3Y | +127.1% | -5.5% | +132.6% | +125.3% |
| 5Y | +168.5% | -1.9% | +170.3% | +154.9% |
| All | +407.7% | +80.1% | +327.5% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling