+1,238.2%
VST vs XME
+432.5%
+805.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +9.9% | +3.6% | +6.3% | +8.1% |
| 30D | +7.9% | +3.6% | +4.3% | +6.0% |
| 3M | +3.4% | +1.2% | +2.2% | +2.3% |
| 6M | -4.1% | +9.0% | -13.2% | -8.7% |
| YTD | -5.7% | +15.9% | -21.6% | -13.4% |
| 1Y | -18.9% | +43.2% | -62.1% | -32.7% |
| 3Y | +359.1% | +137.4% | +221.7% | +207.3% |
| 5Y | +766.9% | +185.0% | +581.8% | +418.1% |
| All | +1,238.2% | +432.5% | +805.7% | +447.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling