+50.6%
VFC vs XME
+242.3%
-191.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.8% |
| 6M | -27.4% | +1.0% | -28.3% | -28.2% |
| YTD | -24.8% | +14.6% | -39.5% | -29.8% |
| 1Y | -8.2% | +46.0% | -54.2% | -22.9% |
| 3Y | -29.1% | +127.0% | -156.1% | -49.5% |
| 5Y | -79.2% | +175.8% | -255.0% | -86.4% |
| 10Y | -68.1% | +414.6% | -482.7% | -84.1% |
| All | +50.6% | +242.3% | -191.7% | -32.8% |
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 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