+1,024.4%
VRT vs XME
+179.6%
+844.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +2.7% |
| 7D | +13.6% | +3.6% | +10.0% | +10.3% |
| 30D | +6.8% | +3.6% | +3.1% | +3.2% |
| 3M | -3.2% | +1.2% | -4.4% | -4.2% |
| 6M | +20.3% | +9.0% | +11.3% | +12.0% |
| YTD | +79.6% | +15.9% | +63.7% | +58.3% |
| 1Y | +139.0% | +43.2% | +95.8% | +76.0% |
| 3Y | +644.6% | +137.4% | +507.2% | +269.2% |
| 5Y | +1,024.4% | +185.0% | +839.3% | +419.6% |
| All | +1,024.4% | +179.6% | +844.7% | +419.6% |
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