-79.0%
VFC vs XME
+183.2%
-262.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -13.4% | +1.4% | -14.8% | -14.4% |
| 3M | -23.7% | +2.7% | -26.4% | -25.4% |
| 6M | -24.5% | +6.5% | -31.0% | -28.6% |
| YTD | -27.8% | +15.2% | -43.0% | -35.9% |
| 1Y | -13.5% | +43.5% | -57.0% | -34.6% |
| 3Y | -27.1% | +135.9% | -163.0% | -60.0% |
| 5Y | -79.0% | +181.5% | -260.5% | -89.3% |
| All | -79.0% | +183.2% | -262.3% | -89.3% |
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