+75.0%
VTI vs XME
+162.6%
-87.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -0.9% | -4.2% | +3.3% | +0.5% |
| 30D | -1.4% | -2.7% | +1.3% | -0.7% |
| 3M | +3.6% | -3.9% | +7.5% | +4.5% |
| 6M | +13.6% | -1.0% | +14.6% | +12.7% |
| YTD | +12.9% | +9.8% | +3.1% | +6.9% |
| 1Y | +17.2% | +32.5% | -15.3% | +2.3% |
| 3Y | +75.7% | +124.3% | -48.7% | +21.8% |
| All | +75.0% | +162.6% | -87.5% | +12.5% |
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