+2.2%
VTRS vs XME
+231.2%
-229.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.6% |
| 7D | -3.3% | -3.0% | -0.3% | -2.2% |
| 30D | +1.4% | -2.6% | +4.0% | +2.2% |
| 3M | +4.6% | +2.2% | +2.5% | +3.2% |
| 6M | +18.1% | +0.7% | +17.4% | +16.1% |
| YTD | +34.7% | +10.9% | +23.8% | +27.0% |
| 1Y | +65.6% | +35.7% | +29.9% | +43.4% |
| 3Y | +83.8% | +127.1% | -43.3% | +29.0% |
| 5Y | +46.5% | +168.5% | -122.0% | -6.2% |
| 10Y | -48.6% | +416.9% | -465.5% | -75.4% |
| All | +2.2% | +231.2% | -229.0% | -53.8% |
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 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