+71.6%
VZ vs XME
+277.3%
-205.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.7% |
| 30D | +8.9% | -7.3% | +16.2% | +9.7% |
| 3M | +0.1% | -17.4% | +17.5% | +2.0% |
| 6M | +1.9% | -21.8% | +23.7% | +4.3% |
| YTD | +22.0% | -6.0% | +28.0% | +21.0% |
| 1Y | +22.1% | +3.8% | +18.3% | +19.3% |
| 3Y | +58.7% | +100.0% | -41.4% | +37.9% |
| 5Y | +22.3% | +116.1% | -93.8% | +3.5% |
| 10Y | +71.6% | +280.6% | -209.0% | +22.5% |
| All | +71.6% | +277.3% | -205.7% | +22.5% |
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