+2,397.0%
VRT vs XME
+257.3%
+2,139.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -3.2% |
| 7D | -7.7% | -3.0% | -4.7% | -5.7% |
| 30D | -12.0% | -2.6% | -9.4% | -10.5% |
| 3M | -11.7% | +2.2% | -13.8% | -12.7% |
| 6M | -8.1% | +0.7% | -8.8% | -8.1% |
| YTD | +53.2% | +10.9% | +42.3% | +44.2% |
| 1Y | +81.7% | +35.7% | +46.0% | +50.2% |
| 3Y | +535.3% | +127.1% | +408.2% | +291.9% |
| 5Y | +916.4% | +168.5% | +747.9% | +478.0% |
| All | +2,397.0% | +257.3% | +2,139.7% | +735.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling