+219.8%
VT vs XME
+294.4%
-74.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +0.6% |
| 7D | +0.4% | +0.9% | -0.6% | 0.0% |
| 30D | -2.6% | -7.3% | +4.7% | 0.0% |
| 3M | -3.2% | -14.8% | +11.5% | +2.1% |
| 6M | +0.9% | -18.4% | +19.3% | +7.6% |
| YTD | +11.3% | -4.7% | +16.0% | +10.9% |
| 1Y | +14.0% | +5.7% | +8.3% | +8.9% |
| 3Y | +75.8% | +104.0% | -28.1% | +27.0% |
| 5Y | +57.8% | +122.4% | -64.6% | +7.0% |
| 10Y | +219.8% | +285.4% | -65.6% | +54.6% |
| All | +219.8% | +294.4% | -74.6% | +54.6% |
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