+132.7%
VFC vs XME
+180.8%
-48.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | +30.7% | -7.3% | +38.0% | +34.3% |
| 3M | +40.6% | -17.4% | +58.1% | +51.0% |
| 6M | +16.5% | -21.8% | +38.3% | +27.1% |
| YTD | +16.2% | -6.0% | +22.1% | +17.0% |
| 1Y | +42.4% | +3.8% | +38.6% | +37.7% |
| 3Y | +48.1% | +100.0% | -52.0% | +10.5% |
| 5Y | -67.8% | +116.1% | -183.9% | -76.9% |
| 10Y | -48.5% | +280.6% | -329.1% | -71.2% |
| All | +132.7% | +180.8% | -48.1% | +12.1% |
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