+25.5%
VZ vs XME
+176.2%
-150.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | +6.0% | +1.9% | +7.3% |
| 3M | +13.6% | -7.7% | +21.4% | +14.3% |
| 6M | +1.1% | +1.0% | +0.1% | +0.8% |
| YTD | +29.3% | +14.6% | +14.7% | +26.4% |
| 1Y | +21.2% | +46.0% | -24.7% | +14.5% |
| 3Y | +75.9% | +127.0% | -51.1% | +53.4% |
| All | +25.5% | +176.2% | -150.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling