-1.4%
VCIT vs XME
+2.7%
-4.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.5% | +1.5% | -2.0% | -0.6% |
| 30D | +1.0% | -7.3% | +8.3% | +1.3% |
| 3M | -1.4% | -17.4% | +16.0% | -0.6% |
| 6M | -2.1% | -21.8% | +19.7% | -1.2% |
| YTD | -1.8% | -6.0% | +4.2% | -1.8% |
| 1Y | -1.4% | +3.8% | -5.2% | -1.8% |
| All | -1.4% | +2.7% | -4.1% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling