+543.4%
VTV vs XME
+244.0%
+299.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -0.5% | +1.4% | -1.9% | -1.2% |
| 3M | +5.3% | +2.7% | +2.6% | +3.6% |
| 6M | +12.9% | +6.5% | +6.4% | +8.8% |
| YTD | +18.5% | +15.2% | +3.3% | +10.2% |
| 1Y | +25.3% | +43.5% | -18.2% | +6.6% |
| 3Y | +68.2% | +135.9% | -67.7% | +16.6% |
| 5Y | +80.6% | +181.5% | -100.8% | +13.4% |
| 10Y | +232.9% | +436.9% | -203.9% | +52.8% |
| All | +543.4% | +244.0% | +299.5% | +178.8% |
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