+90.3%
VTR vs XME
+167.8%
-77.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.9% |
| 7D | -1.8% | -3.0% | +1.2% | -1.3% |
| 30D | +4.0% | -2.6% | +6.6% | +4.4% |
| 3M | +7.8% | +2.2% | +5.7% | +7.0% |
| 6M | +6.4% | +0.7% | +5.7% | +5.0% |
| YTD | +18.3% | +10.9% | +7.4% | +13.3% |
| 1Y | +33.9% | +35.7% | -1.8% | +20.4% |
| 3Y | +134.3% | +127.1% | +7.2% | +75.6% |
| 5Y | +90.3% | +168.5% | -78.2% | +33.8% |
| All | +90.3% | +167.8% | -77.5% | +33.8% |
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