+573.1%
VRT vs XME
+132.9%
+440.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.6% | -9.0% | -9.0% |
| 7D | +2.4% | -0.2% | +2.6% | +2.7% |
| 30D | -2.7% | +1.4% | -4.1% | -4.2% |
| 3M | -9.2% | +2.7% | -11.9% | -11.6% |
| 6M | -0.5% | +6.5% | -7.0% | -6.7% |
| YTD | +62.3% | +15.2% | +47.2% | +40.5% |
| 1Y | +109.6% | +43.5% | +66.1% | +44.7% |
| All | +573.1% | +132.9% | +440.1% | +197.0% |
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