+1,162.4%
VST vs XME
+270.2%
+892.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.1% |
| 7D | -6.0% | -0.2% | -5.9% | -5.7% |
| 30D | -18.8% | -9.2% | -9.6% | -14.5% |
| 3M | -8.0% | -17.8% | +9.7% | +1.4% |
| 6M | -10.9% | -20.0% | +9.1% | -0.9% |
| YTD | -18.3% | -6.6% | -11.7% | -16.4% |
| 1Y | -29.9% | +1.8% | -31.7% | -31.2% |
| 3Y | +290.3% | +98.7% | +191.6% | +186.2% |
| 5Y | +635.3% | +123.9% | +511.4% | +393.8% |
| 10Y | +1,162.4% | +277.9% | +884.5% | +510.2% |
| All | +1,162.4% | +270.2% | +892.2% | +510.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling