+371.3%
VMC vs XME
+170.7%
+200.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +15.5% | -6.1% | +21.6% | +18.5% |
| 3M | +0.6% | -18.6% | +19.2% | +9.9% |
| 6M | +2.1% | -23.9% | +26.0% | +13.8% |
| YTD | -1.6% | -9.3% | +7.8% | -0.1% |
| 1Y | -1.2% | +1.8% | -2.9% | -5.3% |
| 3Y | +35.3% | +93.0% | -57.7% | -7.5% |
| 5Y | +43.6% | +107.0% | -63.4% | -8.6% |
| 10Y | +126.7% | +266.9% | -140.2% | +1.7% |
| All | +371.3% | +170.7% | +200.6% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling