+402.6%
XME vs VIG
+250.0%
+152.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.9% |
| 7D | -4.2% | -1.1% | -3.1% | -2.9% |
| 30D | -2.7% | -2.7% | 0.0% | +0.8% |
| 3M | -3.9% | +2.5% | -6.5% | -6.9% |
| 6M | -1.0% | +9.2% | -10.2% | -11.0% |
| YTD | +9.8% | +9.8% | 0.0% | -1.8% |
| 1Y | +32.5% | +12.4% | +20.2% | +15.6% |
| 3Y | +124.3% | +55.9% | +68.4% | +31.4% |
| 5Y | +165.8% | +63.9% | +101.9% | +48.0% |
| All | +402.6% | +250.0% | +152.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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