+21.8%
VZ vs XME
+108.0%
-86.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +4.4% | -6.1% | +10.5% | +4.7% |
| 3M | -2.4% | -18.6% | +16.3% | -1.2% |
| 6M | +1.4% | -23.9% | +25.3% | +3.1% |
| YTD | +21.4% | -9.3% | +30.7% | +20.3% |
| 1Y | +20.3% | +1.8% | +18.5% | +17.3% |
| 3Y | +57.4% | +93.0% | -35.6% | +36.6% |
| All | +21.8% | +108.0% | -86.2% | +1.4% |
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