+33.8%
VWO vs XME
+162.6%
-128.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.8% | -4.2% | +2.4% | -0.4% |
| 30D | -0.1% | -2.7% | +2.6% | +0.6% |
| 3M | +2.2% | -3.9% | +6.2% | +3.1% |
| 6M | +8.8% | -1.0% | +9.7% | +8.3% |
| YTD | +12.4% | +9.8% | +2.6% | +7.7% |
| 1Y | +15.6% | +32.5% | -17.0% | +3.5% |
| 3Y | +62.5% | +124.3% | -61.8% | +19.8% |
| All | +33.8% | +162.6% | -128.7% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling