+32.5%
XME vs VCLT
-4.4%
+36.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -4.2% | -1.4% | -2.9% | -2.1% |
| 30D | -2.7% | -1.2% | -1.5% | -0.8% |
| 3M | -3.9% | -4.8% | +0.8% | +3.4% |
| 6M | -1.0% | -2.6% | +1.6% | +4.1% |
| YTD | +9.8% | -3.3% | +13.2% | +15.1% |
| 1Y | +32.5% | -4.8% | +37.4% | +42.1% |
| All | +32.5% | -4.4% | +36.9% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling