+96.3%
VTR vs XME
+421.4%
-325.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.1% |
| 30D | +1.1% | -2.7% | +3.8% | +1.8% |
| 3M | +7.9% | -3.9% | +11.8% | +8.5% |
| 6M | +6.2% | -1.0% | +7.1% | +4.2% |
| YTD | +17.7% | +9.8% | +7.9% | +9.8% |
| 1Y | +32.9% | +32.5% | +0.3% | +13.3% |
| 3Y | +129.7% | +124.3% | +5.3% | +50.8% |
| 5Y | +89.3% | +165.8% | -76.5% | +9.1% |
| All | +96.3% | +421.4% | -325.0% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling