+50.0%
VG vs XME
+2.5%
+47.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.3% |
| 7D | -22.0% | -4.5% | -17.6% | -22.3% |
| 30D | -11.6% | -10.9% | -0.8% | -12.4% |
| 3M | -14.9% | -15.3% | +0.4% | -16.0% |
| 6M | -3.5% | -24.6% | +21.1% | -3.2% |
| YTD | +70.0% | -9.6% | +79.6% | +45.2% |
| 1Y | +50.0% | +2.9% | +47.1% | +6.4% |
| All | +50.0% | +2.5% | +47.5% | +6.4% |
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