+447.4%
XME vs FTV
+90.8%
+356.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -0.1% | -4.5% | +4.4% | +2.8% |
| 30D | +6.0% | -7.1% | +13.0% | +10.9% |
| 3M | -7.7% | -7.2% | -0.6% | -4.0% |
| 6M | +1.0% | -1.5% | +2.5% | +0.7% |
| YTD | +14.6% | +3.5% | +11.2% | +9.4% |
| 1Y | +46.0% | +20.3% | +25.6% | +25.5% |
| 3Y | +127.0% | -3.1% | +130.1% | +121.9% |
| 5Y | +175.8% | +2.3% | +173.5% | +155.0% |
| 10Y | +414.6% | +76.3% | +338.3% | +221.2% |
| All | +447.4% | +90.8% | +356.6% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling