+7.2%
VNQ vs XME
+162.6%
-155.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.3% | -4.2% | +2.9% | -0.2% |
| 30D | -2.6% | -2.7% | +0.1% | -2.1% |
| 3M | -2.0% | -3.9% | +1.9% | -1.4% |
| 6M | +4.3% | -1.0% | +5.3% | +3.3% |
| YTD | +9.2% | +9.8% | -0.6% | +4.0% |
| 1Y | +5.6% | +32.5% | -26.9% | -6.1% |
| 3Y | +30.8% | +124.3% | -93.5% | -5.0% |
| All | +7.2% | +162.6% | -155.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling