-25.5%
VFC vs XME
+136.1%
-161.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.6% |
| 7D | +0.8% | +3.6% | -2.8% | -1.6% |
| 30D | -11.9% | +3.6% | -15.6% | -14.5% |
| 3M | -20.2% | +1.2% | -21.4% | -21.4% |
| 6M | -23.0% | +9.0% | -32.0% | -29.4% |
| YTD | -26.2% | +15.9% | -42.1% | -37.0% |
| 1Y | -13.3% | +43.2% | -56.5% | -40.6% |
| 3Y | -25.5% | +137.4% | -162.8% | -72.7% |
| All | -25.5% | +136.1% | -161.6% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling