+493.9%
VTR vs XME
+246.2%
+247.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | -2.4% | +3.6% | -6.0% | -3.9% |
| 30D | -3.7% | +3.6% | -7.4% | -5.5% |
| 3M | +13.5% | +1.2% | +12.3% | +11.5% |
| 6M | +7.2% | +9.0% | -1.9% | +0.6% |
| YTD | +17.6% | +15.9% | +1.6% | +6.3% |
| 1Y | +35.4% | +43.2% | -7.8% | +10.0% |
| 3Y | +132.8% | +137.4% | -4.5% | +45.4% |
| 5Y | +88.7% | +185.0% | -96.4% | +3.4% |
| 10Y | +87.6% | +409.5% | -321.8% | -28.0% |
| All | +493.9% | +246.2% | +247.8% | +96.0% |
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