+172.5%
VEA vs XME
+151.5%
+21.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +1.9% | +3.6% | -1.8% | +0.4% |
| 30D | +0.8% | +3.6% | -2.9% | -0.9% |
| 3M | +5.7% | +1.2% | +4.5% | +4.6% |
| 6M | +13.3% | +9.0% | +4.3% | +8.4% |
| YTD | +18.4% | +15.9% | +2.5% | +9.8% |
| 1Y | +27.0% | +43.2% | -16.2% | +7.1% |
| 3Y | +79.3% | +137.4% | -58.1% | +20.2% |
| 5Y | +62.1% | +185.0% | -122.9% | -2.7% |
| 10Y | +160.3% | +409.5% | -249.2% | +11.9% |
| All | +172.5% | +151.5% | +21.0% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling