+2.6%
VMC vs XME
+5.2%
-2.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | +12.3% | -5.5% | +17.8% | +13.9% |
| 30D | +21.2% | -11.1% | +32.3% | +24.7% |
| 3M | +4.6% | -11.1% | +15.8% | +7.6% |
| 6M | +3.9% | -18.0% | +21.9% | +8.4% |
| YTD | +5.0% | -7.4% | +12.3% | +3.3% |
| 1Y | +2.6% | +6.7% | -4.0% | -3.3% |
| All | +2.6% | +5.2% | -2.6% | -3.3% |
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