+213.7%
VT vs XME
+300.2%
-86.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.1% | -1.0% |
| 7D | -2.3% | -4.5% | +2.1% | -0.7% |
| 30D | -5.0% | -10.9% | +5.9% | -1.0% |
| 3M | -4.9% | -15.3% | +10.4% | +0.5% |
| 6M | -1.5% | -24.6% | +23.1% | +8.0% |
| YTD | +8.5% | -9.6% | +18.1% | +10.3% |
| 1Y | +11.4% | +2.9% | +8.5% | +7.5% |
| 3Y | +70.1% | +86.9% | -16.8% | +27.2% |
| 5Y | +53.7% | +115.2% | -61.4% | +5.8% |
| All | +213.7% | +300.2% | -86.5% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling