+332.8%
XME vs FTV
+127.6%
+205.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.3% | +3.9% | -3.6% | -2.0% |
| 30D | -6.1% | +18.7% | -24.8% | -15.8% |
| 3M | -18.6% | +10.0% | -28.6% | -23.6% |
| 6M | -23.9% | +14.6% | -38.5% | -30.7% |
| YTD | -9.3% | +23.4% | -32.8% | -22.7% |
| 1Y | +1.8% | +31.3% | -29.5% | -16.8% |
| 3Y | +93.0% | +39.8% | +53.2% | +48.9% |
| 5Y | +107.0% | +17.7% | +89.3% | +75.8% |
| 10Y | +266.9% | +110.2% | +156.7% | +104.5% |
| All | +332.8% | +127.6% | +205.3% | +134.3% |
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