+150.1%
VXUS vs XME
+412.4%
-262.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +0.7% | +1.4% | -0.7% | 0.0% |
| 3M | +4.8% | +2.7% | +2.0% | +3.3% |
| 6M | +11.3% | +6.5% | +4.8% | +8.0% |
| YTD | +16.5% | +15.2% | +1.3% | +9.3% |
| 1Y | +24.3% | +43.5% | -19.2% | +6.8% |
| 3Y | +74.5% | +135.9% | -61.4% | +22.5% |
| 5Y | +54.3% | +181.5% | -127.1% | -1.7% |
| 10Y | +150.1% | +436.9% | -286.8% | +13.3% |
| All | +150.1% | +412.4% | -262.3% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling