+640.0%
VST vs XME
+117.2%
+522.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.4% |
| 7D | +10.9% | +1.5% | +9.4% | +10.3% |
| 30D | -15.6% | -7.3% | -8.3% | -11.6% |
| 3M | -7.8% | -17.4% | +9.7% | +2.8% |
| 6M | -12.0% | -21.8% | +9.9% | +0.4% |
| YTD | -16.9% | -6.0% | -10.9% | -15.5% |
| 1Y | -25.1% | +3.8% | -28.9% | -28.0% |
| 3Y | +297.1% | +100.0% | +197.0% | +177.3% |
| All | +640.0% | +117.2% | +522.9% | +387.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling