+18.0%
VMC vs XME
+132.9%
-114.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -12.3% | +1.4% | -13.7% | -12.7% |
| 3M | -10.3% | +2.7% | -13.0% | -11.3% |
| 6M | -8.6% | +6.5% | -15.1% | -11.3% |
| YTD | -11.9% | +15.2% | -27.1% | -17.5% |
| 1Y | -13.9% | +43.5% | -57.4% | -26.6% |
| All | +18.0% | +132.9% | -114.9% | -20.3% |
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 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