+175.8%
VSH vs XME
+426.6%
-250.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +1.7% |
| 7D | +3.1% | -3.0% | +6.1% | +5.3% |
| 30D | -5.7% | -2.6% | -3.1% | -4.1% |
| 3M | -42.5% | +2.2% | -44.6% | -42.9% |
| 6M | +82.7% | +0.7% | +82.0% | +84.3% |
| YTD | +118.2% | +10.9% | +107.3% | +104.9% |
| 1Y | +109.7% | +35.7% | +74.0% | +71.0% |
| 3Y | +35.3% | +127.1% | -91.8% | -21.3% |
| 5Y | +65.6% | +168.5% | -102.9% | -18.7% |
| All | +175.8% | +426.6% | -250.8% | -19.0% |
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 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