+183.8%
VXUS vs XME
+114.5%
+69.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.2% | +6.0% | -3.8% | -0.2% |
| 3M | +3.0% | -7.7% | +10.7% | +5.6% |
| 6M | +10.7% | +1.0% | +9.7% | +9.3% |
| YTD | +17.8% | +14.6% | +3.2% | +10.5% |
| 1Y | +27.6% | +46.0% | -18.4% | +8.3% |
| 3Y | +73.3% | +127.0% | -53.7% | +21.9% |
| 5Y | +54.3% | +175.8% | -121.5% | -2.5% |
| 10Y | +149.8% | +414.6% | -264.8% | +12.7% |
| All | +183.8% | +114.5% | +69.3% | +87.7% |
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 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