+35.6%
VSH vs XME
+136.1%
-100.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -2.1% |
| 7D | +6.2% | +3.6% | +2.6% | +2.8% |
| 30D | -11.1% | +3.6% | -14.8% | -14.3% |
| 3M | -44.9% | +1.2% | -46.1% | -45.5% |
| 6M | +90.0% | +9.0% | +80.9% | +77.4% |
| YTD | +118.8% | +15.9% | +102.9% | +90.8% |
| 1Y | +109.0% | +43.2% | +65.8% | +49.1% |
| 3Y | +35.6% | +137.4% | -101.7% | -38.1% |
| All | +35.6% | +136.1% | -100.5% | -38.1% |
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