+30.8%
VNQ vs XME
+122.1%
-91.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -1.3% | -4.2% | +2.9% | -0.5% |
| 30D | -2.6% | -2.7% | +0.1% | -2.2% |
| 3M | -2.0% | -3.9% | +1.9% | -1.4% |
| 6M | +4.3% | -1.0% | +5.3% | +3.6% |
| YTD | +9.2% | +9.8% | -0.6% | +4.7% |
| 1Y | +5.6% | +32.5% | -26.9% | -5.1% |
| 3Y | +30.8% | +124.3% | -93.5% | -11.2% |
| All | +30.8% | +122.1% | -91.2% | -11.2% |
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 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