+244.7%
VWO vs XME
+231.2%
+13.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | +0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -0.2% |
| 30D | -0.3% | -2.6% | +2.3% | +0.7% |
| 3M | +4.0% | +2.2% | +1.8% | +2.1% |
| 6M | +8.1% | +0.7% | +7.4% | +6.2% |
| YTD | +11.6% | +10.9% | +0.7% | +3.7% |
| 1Y | +16.2% | +35.7% | -19.5% | -3.4% |
| 3Y | +63.3% | +127.1% | -63.9% | +1.5% |
| 5Y | +33.4% | +168.5% | -135.1% | -28.1% |
| 10Y | +113.3% | +416.9% | -303.6% | -28.4% |
| All | +244.7% | +231.2% | +13.5% | +13.0% |
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