+39.9%
VSH vs XME
+108.0%
-68.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.0% |
| 7D | +14.3% | +0.3% | +14.0% | +14.5% |
| 30D | -7.9% | -6.1% | -1.7% | -1.8% |
| 3M | -19.9% | -18.6% | -1.2% | -5.1% |
| 6M | -30.5% | -23.9% | -6.6% | -12.7% |
| YTD | +85.7% | -9.3% | +95.0% | +106.0% |
| 1Y | +98.9% | +1.8% | +97.2% | +104.2% |
| 3Y | +32.1% | +93.0% | -60.9% | -8.2% |
| All | +39.9% | +108.0% | -68.1% | -5.7% |
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 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