+68.5%
VG vs XME
-2.0%
+70.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.1% |
| 7D | +14.0% | +0.3% | +13.7% | +14.0% |
| 30D | -1.0% | -6.1% | +5.1% | -1.8% |
| 3M | -2.7% | -18.6% | +15.9% | -5.4% |
| 6M | +1.5% | -23.9% | +25.4% | +0.3% |
| YTD | +93.7% | -9.3% | +103.1% | +70.6% |
| 1Y | +68.5% | +1.8% | +66.8% | +31.9% |
| All | +68.5% | -2.0% | +70.6% | +31.9% |
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