+262.4%
VST vs XME
+84.7%
+177.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.4% | +7.2% | +8.0% |
| 7D | -9.8% | -4.5% | -5.3% | -6.4% |
| 30D | -25.1% | -10.9% | -14.3% | -18.1% |
| 3M | -11.6% | -15.3% | +3.7% | -0.3% |
| 6M | -20.9% | -24.6% | +3.7% | -3.6% |
| YTD | -22.3% | -9.6% | -12.7% | -20.5% |
| 1Y | -32.0% | +2.9% | -34.9% | -38.2% |
| 3Y | +262.4% | +86.9% | +175.5% | +104.2% |
| All | +262.4% | +84.7% | +177.7% | +104.2% |
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 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