+291.2%
VST vs XME
+99.1%
+192.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -0.5% |
| 7D | -6.0% | -0.2% | -5.9% | -5.6% |
| 30D | -18.8% | -9.2% | -9.6% | -12.4% |
| 3M | -8.0% | -17.8% | +9.7% | +6.2% |
| 6M | -10.9% | -20.0% | +9.1% | +3.9% |
| YTD | -18.3% | -6.6% | -11.7% | -18.4% |
| 1Y | -29.9% | +1.8% | -31.7% | -35.3% |
| All | +291.2% | +99.1% | +192.2% | +115.2% |
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