+73.3%
VZ vs XME
+266.4%
-193.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +0.9% | +5.3% | -4.4% | +0.3% |
| 30D | +6.9% | -8.2% | +15.1% | +7.8% |
| 3M | +0.6% | -18.4% | +19.0% | +2.7% |
| 6M | +0.3% | -22.8% | +23.1% | +2.8% |
| YTD | +21.9% | -7.9% | +29.8% | +21.2% |
| 1Y | +21.7% | -0.9% | +22.5% | +19.5% |
| 3Y | +58.5% | +96.0% | -37.4% | +38.0% |
| 5Y | +22.4% | +110.3% | -87.9% | +3.9% |
| All | +73.3% | +266.4% | -193.0% | +23.2% |
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