+67.0%
VSH vs XME
+183.2%
-116.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | +3.5% | -0.2% | +3.8% | +3.7% |
| 30D | -4.4% | +1.4% | -5.8% | -5.4% |
| 3M | -45.8% | +2.7% | -48.5% | -46.6% |
| 6M | +90.1% | +6.5% | +83.6% | +84.3% |
| YTD | +120.3% | +15.2% | +105.1% | +101.7% |
| 1Y | +112.2% | +43.5% | +68.7% | +67.9% |
| 3Y | +36.6% | +135.9% | -99.3% | -19.3% |
| 5Y | +67.0% | +181.5% | -114.4% | -10.0% |
| All | +67.0% | +183.2% | -116.2% | -10.0% |
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 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