+147.1%
VXUS vs XME
+277.3%
-130.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.7% |
| 7D | -0.5% | +1.5% | -2.0% | -1.1% |
| 30D | -1.2% | -7.3% | +6.1% | +1.4% |
| 3M | -3.8% | -17.4% | +13.6% | +2.6% |
| 6M | -1.7% | -21.8% | +20.2% | +6.5% |
| YTD | +11.4% | -6.0% | +17.4% | +12.1% |
| 1Y | +13.3% | +3.8% | +9.5% | +9.7% |
| 3Y | +70.0% | +100.0% | -30.0% | +25.8% |
| 5Y | +48.1% | +116.1% | -68.0% | +3.3% |
| 10Y | +147.1% | +280.6% | -133.5% | +24.7% |
| All | +147.1% | +277.3% | -130.3% | +24.7% |
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 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