+145.7%
VMC vs XME
+421.4%
-275.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.8% | -4.2% | +0.4% | -2.0% |
| 30D | -9.7% | -2.7% | -7.0% | -8.7% |
| 3M | -9.6% | -3.9% | -5.7% | -8.6% |
| 6M | -4.8% | -1.0% | -3.9% | -5.9% |
| YTD | -10.9% | +9.8% | -20.7% | -16.6% |
| 1Y | -15.6% | +32.5% | -48.1% | -28.5% |
| 3Y | +19.3% | +124.3% | -105.0% | -23.3% |
| 5Y | +48.0% | +165.8% | -117.8% | -16.3% |
| All | +145.7% | +421.4% | -275.6% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling