+59.4%
VEA vs XME
+167.8%
-108.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | 0.0% |
| 7D | -2.1% | -3.0% | +1.0% | -1.0% |
| 30D | -1.1% | -2.6% | +1.5% | -0.3% |
| 3M | +5.1% | +2.2% | +2.9% | +3.8% |
| 6M | +9.8% | +0.7% | +9.1% | +8.7% |
| YTD | +15.9% | +10.9% | +5.0% | +10.4% |
| 1Y | +24.6% | +35.7% | -11.2% | +9.6% |
| 3Y | +75.5% | +127.1% | -51.6% | +25.2% |
| 5Y | +59.4% | +168.5% | -109.1% | +4.8% |
| All | +59.4% | +167.8% | -108.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling