-49.4%
VG vs XME
+58.2%
-107.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.3% |
| 7D | -7.7% | -0.2% | -7.5% | -7.7% |
| 30D | -8.8% | -9.2% | +0.4% | -6.1% |
| 3M | -15.6% | -17.8% | +2.1% | -10.7% |
| 6M | +5.2% | -20.0% | +25.2% | +11.7% |
| YTD | +76.9% | -6.6% | +83.5% | +57.4% |
| 1Y | +42.5% | +1.8% | +40.7% | +16.7% |
| All | -49.4% | +58.2% | -107.6% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling