+348.0%
VT vs XME
+24.4%
+323.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.6% | +1.5% | -1.9% |
| 7D | -4.2% | -10.5% | +6.3% | +0.1% |
| 30D | -5.8% | -16.5% | +10.7% | +1.0% |
| 3M | -5.2% | -19.2% | +13.9% | +2.5% |
| 6M | +0.1% | -23.8% | +24.0% | +10.1% |
| YTD | +8.2% | -12.6% | +20.8% | +11.7% |
| 1Y | +10.1% | -0.1% | +10.3% | +7.4% |
| 3Y | +69.7% | +79.3% | -9.6% | +27.5% |
| 5Y | +53.4% | +108.2% | -54.8% | +5.2% |
| 10Y | +219.2% | +292.6% | -73.4% | +54.9% |
| All | +348.0% | +24.4% | +323.7% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling