+65.5%
VZ vs XME
+300.2%
-234.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.3% |
| 7D | +2.1% | -4.5% | +6.6% | +2.6% |
| 30D | +1.4% | -10.9% | +12.2% | +2.5% |
| 3M | -1.3% | -15.3% | +14.0% | +0.3% |
| 6M | -0.5% | -24.6% | +24.1% | +2.2% |
| YTD | +19.6% | -9.6% | +29.3% | +19.2% |
| 1Y | +22.4% | +2.9% | +19.5% | +19.5% |
| 3Y | +55.9% | +86.9% | -31.0% | +36.8% |
| 5Y | +20.4% | +115.2% | -94.8% | +1.9% |
| All | +65.5% | +300.2% | -234.6% | +18.1% |
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