+31.5%
VCIT vs XME
+277.3%
-245.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +1.5% | -7.3% | +8.7% | +1.7% |
| 3M | -1.0% | -17.4% | +16.5% | -0.3% |
| 6M | -1.7% | -21.8% | +20.2% | -0.9% |
| YTD | -1.4% | -6.0% | +4.6% | -1.4% |
| 1Y | -0.9% | +3.8% | -4.7% | -1.3% |
| 3Y | +19.8% | +100.0% | -80.2% | +15.9% |
| 5Y | +4.6% | +116.1% | -111.5% | +0.7% |
| 10Y | +31.5% | +280.6% | -249.1% | +20.7% |
| All | +31.5% | +277.3% | -245.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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