+35.3%
VMC vs XME
+93.2%
-57.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +15.5% | -6.1% | +21.6% | +17.5% |
| 3M | +0.6% | -18.6% | +19.2% | +6.8% |
| 6M | +2.1% | -23.9% | +26.0% | +10.1% |
| YTD | -1.6% | -9.3% | +7.8% | -0.9% |
| 1Y | -1.2% | +1.8% | -2.9% | -4.5% |
| 3Y | +35.3% | +93.0% | -57.7% | 0.0% |
| All | +35.3% | +93.2% | -57.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling