+222.7%
VT vs XME
+266.4%
-43.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +2.9% | +5.3% | -2.5% | +0.9% |
| 30D | -2.5% | -8.2% | +5.7% | +0.4% |
| 3M | -3.3% | -18.4% | +15.1% | +3.7% |
| 6M | +1.5% | -22.8% | +24.4% | +10.5% |
| YTD | +11.4% | -7.9% | +19.2% | +12.3% |
| 1Y | +11.9% | -0.9% | +12.8% | +9.5% |
| 3Y | +73.9% | +96.0% | -22.1% | +27.4% |
| 5Y | +57.9% | +110.3% | -52.4% | +9.3% |
| All | +222.7% | +266.4% | -43.6% | +58.6% |
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