+65.5%
VZ vs XME
+294.4%
-228.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.2% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +10.6% | -7.3% | +17.9% | +11.4% |
| 3M | -0.6% | -14.8% | +14.2% | +0.9% |
| 6M | +0.7% | -18.4% | +19.1% | +2.6% |
| YTD | +20.6% | -4.7% | +25.3% | +19.5% |
| 1Y | +22.7% | +5.7% | +17.0% | +19.6% |
| 3Y | +57.2% | +104.0% | -46.7% | +36.3% |
| 5Y | +21.4% | +122.4% | -101.0% | +2.3% |
| 10Y | +65.5% | +285.4% | -219.9% | +16.8% |
| All | +65.5% | +294.4% | -228.9% | +16.8% |
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