+135.3%
XME vs VIG
+55.4%
+79.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -0.2% | -1.2% | +0.9% | +1.5% |
| 30D | +1.4% | -2.8% | +4.2% | +5.7% |
| 3M | +2.7% | +2.5% | +0.3% | -0.7% |
| 6M | +6.5% | +8.1% | -1.6% | -4.3% |
| YTD | +15.2% | +9.6% | +5.6% | +1.9% |
| 1Y | +43.5% | +14.2% | +29.4% | +20.6% |
| All | +135.3% | +55.4% | +79.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling