+135.1%
VGT vs XME
+167.8%
-32.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -0.4% | -2.6% | +2.1% | +0.5% |
| 3M | +6.6% | +2.2% | +4.5% | +5.1% |
| 6M | +31.0% | +0.7% | +30.3% | +29.5% |
| YTD | +27.2% | +10.9% | +16.3% | +19.4% |
| 1Y | +34.5% | +35.7% | -1.3% | +13.8% |
| 3Y | +123.1% | +127.1% | -4.0% | +45.5% |
| 5Y | +135.1% | +168.5% | -33.4% | +43.4% |
| All | +135.1% | +167.8% | -32.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling