-8.2%
VFC vs XME
+46.4%
-54.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | +6.0% | -17.6% | -13.9% |
| 3M | -18.1% | -7.7% | -10.4% | -16.2% |
| 6M | -27.4% | +1.0% | -28.3% | -28.8% |
| YTD | -24.8% | +14.6% | -39.5% | -29.7% |
| 1Y | -8.2% | +46.0% | -54.2% | -22.8% |
| All | -8.2% | +46.4% | -54.6% | -22.8% |
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