+233.6%
VSH vs XME
+242.3%
-8.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | -4.2% | +6.0% | -10.1% | -7.6% |
| 3M | -50.0% | -7.7% | -42.2% | -46.9% |
| 6M | +80.2% | +1.0% | +79.2% | +81.9% |
| YTD | +121.1% | +14.6% | +106.5% | +105.8% |
| 1Y | +112.0% | +46.0% | +66.0% | +70.0% |
| 3Y | +22.5% | +127.0% | -104.5% | -23.9% |
| 5Y | +64.0% | +175.8% | -111.8% | -13.2% |
| 10Y | +170.4% | +414.6% | -244.3% | -5.3% |
| All | +233.6% | +242.3% | -8.8% | +14.6% |
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