-39.3%
VG vs XME
+94.1%
-133.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +16.0% | +6.0% | +10.0% | +13.1% |
| 3M | +9.7% | -7.7% | +17.5% | +13.8% |
| 6M | +29.6% | +1.0% | +28.6% | +24.3% |
| YTD | +112.0% | +14.6% | +97.4% | +77.1% |
| 1Y | +12.8% | +46.0% | -33.2% | -30.8% |
| All | -39.3% | +94.1% | -133.5% | -75.8% |
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