+373.4%
VST vs XME
+127.9%
+245.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +8.9% | -0.1% | +9.0% | +9.0% |
| 30D | +6.2% | +6.0% | +0.2% | +1.4% |
| 3M | -2.7% | -7.7% | +5.0% | +2.2% |
| 6M | -8.4% | +1.0% | -9.3% | -10.8% |
| YTD | -7.2% | +14.6% | -21.8% | -20.1% |
| 1Y | -20.9% | +46.0% | -66.8% | -45.8% |
| All | +373.4% | +127.9% | +245.5% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling