+13.8%
VRT vs XME
+5.2%
+8.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.0% | -11.9% | -12.0% |
| 7D | -15.4% | -5.5% | -9.9% | -10.8% |
| 30D | -19.0% | -11.1% | -7.8% | -9.6% |
| 3M | -23.8% | -11.1% | -12.7% | -15.8% |
| 6M | -37.9% | -18.0% | -19.9% | -26.2% |
| YTD | +27.0% | -7.4% | +34.3% | +30.6% |
| 1Y | +13.8% | +6.7% | +7.1% | +3.2% |
| All | +13.8% | +5.2% | +8.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling