+243.0%
VNQ vs XME
+244.0%
-0.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -2.2% | +1.4% | -3.6% | -3.1% |
| 3M | -1.9% | +2.7% | -4.7% | -4.1% |
| 6M | +3.2% | +6.5% | -3.3% | -1.6% |
| YTD | +9.4% | +15.2% | -5.8% | -0.2% |
| 1Y | +7.5% | +43.5% | -36.0% | -11.8% |
| 3Y | +31.1% | +135.9% | -104.8% | -15.9% |
| 5Y | +6.6% | +181.5% | -174.9% | -39.4% |
| 10Y | +63.9% | +436.9% | -372.9% | -38.3% |
| All | +243.0% | +244.0% | -0.9% | +16.4% |
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