+409.6%
VUG vs XME
+426.6%
-17.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.8% |
| 7D | -1.9% | -3.0% | +1.2% | -0.8% |
| 30D | -1.6% | -2.6% | +1.0% | -0.8% |
| 3M | +4.4% | +2.2% | +2.2% | +3.0% |
| 6M | +13.2% | +0.7% | +12.5% | +11.7% |
| YTD | +7.5% | +10.9% | -3.4% | +1.5% |
| 1Y | +12.5% | +35.7% | -23.2% | -2.4% |
| 3Y | +86.0% | +127.1% | -41.2% | +30.1% |
| 5Y | +76.5% | +168.5% | -92.0% | +13.8% |
| All | +409.6% | +426.6% | -17.0% | +137.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling