+168.5%
XME vs VEU
+53.0%
+115.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -2.0% |
| 7D | -3.0% | -1.9% | -1.1% | -0.4% |
| 30D | -2.6% | -0.7% | -1.9% | -1.5% |
| 3M | +2.2% | +4.9% | -2.7% | -3.8% |
| 6M | +0.7% | +9.8% | -9.1% | -10.4% |
| YTD | +10.9% | +15.3% | -4.4% | -7.2% |
| 1Y | +35.7% | +23.0% | +12.7% | +4.6% |
| 3Y | +127.1% | +73.5% | +53.6% | +11.8% |
| 5Y | +168.5% | +54.5% | +114.0% | +51.7% |
| All | +168.5% | +53.0% | +115.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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