+773.8%
VTI vs XME
+244.0%
+529.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.6% | +1.4% | -3.0% | -2.3% |
| 3M | +3.6% | +2.7% | +0.8% | +1.9% |
| 6M | +13.0% | +6.5% | +6.5% | +9.1% |
| YTD | +12.7% | +15.2% | -2.5% | +4.9% |
| 1Y | +18.4% | +43.5% | -25.1% | +0.8% |
| 3Y | +76.4% | +135.9% | -59.4% | +22.6% |
| 5Y | +73.7% | +181.5% | -107.8% | +9.9% |
| 10Y | +302.5% | +436.9% | -134.3% | +86.5% |
| All | +773.8% | +244.0% | +529.8% | +285.0% |
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