+180.1%
VSH vs XME
+170.7%
+9.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.2% |
| 7D | +14.3% | +0.3% | +14.0% | +14.5% |
| 30D | -7.9% | -6.1% | -1.7% | -2.8% |
| 3M | -19.9% | -18.6% | -1.2% | -7.5% |
| 6M | -30.5% | -23.9% | -6.6% | -15.2% |
| YTD | +85.7% | -9.3% | +95.0% | +102.9% |
| 1Y | +98.9% | +1.8% | +97.2% | +102.8% |
| 3Y | +32.1% | +93.0% | -60.9% | -7.5% |
| 5Y | +39.7% | +107.0% | -67.3% | -10.0% |
| 10Y | +117.6% | +266.9% | -149.4% | -4.5% |
| All | +180.1% | +170.7% | +9.4% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling