+37.9%
VSH vs XME
+96.3%
-58.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -2.6% |
| 7D | +26.2% | +5.3% | +20.9% | +20.5% |
| 30D | -12.5% | -8.2% | -4.3% | -3.2% |
| 3M | -16.9% | -18.4% | +1.5% | +2.2% |
| 6M | -17.0% | -22.8% | +5.9% | +8.3% |
| YTD | +93.8% | -7.9% | +101.7% | +112.8% |
| 1Y | +99.3% | -0.9% | +100.2% | +104.4% |
| All | +37.9% | +96.3% | -58.4% | -23.7% |
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