+69.7%
VT vs XME
+78.7%
-9.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -2.3% |
| 7D | -4.2% | -10.5% | +6.3% | -0.8% |
| 30D | -5.8% | -16.5% | +10.7% | -0.5% |
| 3M | -5.2% | -19.2% | +13.9% | +0.9% |
| 6M | +0.1% | -23.8% | +24.0% | +8.1% |
| YTD | +8.2% | -12.6% | +20.8% | +10.6% |
| 1Y | +10.1% | -0.1% | +10.3% | +7.2% |
| All | +69.7% | +78.7% | -9.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling