+87.9%
VUG vs XME
+136.1%
-48.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.9% | +3.6% | -2.8% | -0.4% |
| 30D | -1.4% | +3.6% | -5.1% | -2.8% |
| 3M | +2.3% | +1.2% | +1.1% | +1.4% |
| 6M | +15.7% | +9.0% | +6.6% | +11.1% |
| YTD | +8.6% | +15.9% | -7.3% | +0.9% |
| 1Y | +14.1% | +43.2% | -29.1% | -3.9% |
| 3Y | +87.9% | +137.4% | -49.5% | +23.7% |
| All | +87.9% | +136.1% | -48.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling