+57.5%
VT vs XME
+108.0%
-50.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.4% | +0.3% | +2.0% | +2.2% |
| 30D | -1.5% | -6.1% | +4.6% | +0.5% |
| 3M | -4.1% | -18.6% | +14.5% | +2.5% |
| 6M | +0.6% | -23.9% | +24.4% | +9.4% |
| YTD | +11.0% | -9.3% | +20.4% | +12.4% |
| 1Y | +13.3% | +1.8% | +11.6% | +9.8% |
| 3Y | +73.4% | +93.0% | -19.6% | +27.4% |
| All | +57.5% | +108.0% | -50.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling