+2,403.2%
VGT vs XME
+246.2%
+2,157.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +1.8% | +3.6% | -1.8% | +0.4% |
| 30D | -0.3% | +3.6% | -4.0% | -1.8% |
| 3M | +3.4% | +1.2% | +2.1% | +2.6% |
| 6M | +35.0% | +9.0% | +25.9% | +29.9% |
| YTD | +28.8% | +15.9% | +12.8% | +20.4% |
| 1Y | +38.0% | +43.2% | -5.2% | +18.4% |
| 3Y | +125.8% | +137.4% | -11.6% | +58.5% |
| 5Y | +134.7% | +185.0% | -50.3% | +50.9% |
| 10Y | +792.6% | +409.5% | +383.1% | +332.6% |
| All | +2,403.2% | +246.2% | +2,157.1% | +1,019.7% |
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