+1,002.6%
VST vs XME
+315.1%
+687.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.4% | +7.2% | +8.9% |
| 7D | -9.8% | -4.5% | -5.3% | -7.6% |
| 30D | -25.1% | -10.9% | -14.3% | -20.5% |
| 3M | -11.6% | -15.3% | +3.7% | -4.1% |
| 6M | -20.9% | -24.6% | +3.7% | -9.6% |
| YTD | -22.3% | -9.6% | -12.7% | -19.2% |
| 1Y | -32.0% | +2.9% | -34.9% | -33.6% |
| 3Y | +262.4% | +86.9% | +175.5% | +173.6% |
| 5Y | +563.4% | +115.2% | +448.2% | +355.1% |
| 10Y | +1,120.7% | +305.7% | +815.0% | +469.2% |
| All | +1,002.6% | +315.1% | +687.4% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling