+1,109.3%
VUG vs XME
+180.8%
+928.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.6% |
| 30D | -7.0% | -7.3% | +0.3% | -4.5% |
| 3M | -3.7% | -17.4% | +13.7% | +2.7% |
| 6M | -1.6% | -21.8% | +20.2% | +6.4% |
| YTD | +5.1% | -6.0% | +11.1% | +5.5% |
| 1Y | +3.8% | +3.8% | 0.0% | +0.3% |
| 3Y | +79.9% | +100.0% | -20.2% | +34.7% |
| 5Y | +66.4% | +116.1% | -49.7% | +19.0% |
| 10Y | +405.3% | +280.6% | +124.7% | +174.5% |
| All | +1,109.3% | +180.8% | +928.5% | +496.4% |
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