-15.6%
VMC vs XME
+34.9%
-50.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | -3.8% | -4.2% | +0.4% | -2.9% |
| 30D | -9.7% | -2.7% | -7.0% | -9.2% |
| 3M | -9.6% | -3.9% | -5.7% | -8.8% |
| 6M | -4.8% | -1.0% | -3.9% | -5.4% |
| YTD | -10.9% | +9.8% | -20.7% | -13.5% |
| 1Y | -15.6% | +32.5% | -48.1% | -21.2% |
| All | -15.6% | +34.9% | -50.4% | -21.2% |
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