+161.1%
VEA vs XME
+421.4%
-260.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -1.5% | -4.2% | +2.8% | +0.1% |
| 30D | -0.8% | -2.7% | +1.9% | 0.0% |
| 3M | +2.5% | -3.9% | +6.4% | +3.5% |
| 6M | +11.1% | -1.0% | +12.1% | +10.6% |
| YTD | +17.2% | +9.8% | +7.4% | +11.7% |
| 1Y | +24.5% | +32.5% | -8.0% | +10.0% |
| 3Y | +75.4% | +124.3% | -48.9% | +24.9% |
| 5Y | +61.1% | +165.8% | -104.7% | +4.4% |
| All | +161.1% | +421.4% | -260.3% | +20.5% |
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