+402.6%
XME vs VCLT
+17.1%
+385.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.2% | -1.4% | -2.9% | -3.6% |
| 30D | -2.7% | -1.2% | -1.5% | -2.1% |
| 3M | -3.9% | -4.8% | +0.8% | -1.7% |
| 6M | -1.0% | -2.6% | +1.6% | +0.5% |
| YTD | +9.8% | -3.3% | +13.2% | +11.8% |
| 1Y | +32.5% | -4.8% | +37.4% | +35.8% |
| 3Y | +124.3% | +11.5% | +112.8% | +114.4% |
| 5Y | +165.8% | -17.0% | +182.8% | +178.2% |
| All | +402.6% | +17.1% | +385.5% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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