+181.5%
XME vs VIG
+62.2%
+119.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -0.2% | -1.2% | +0.9% | +1.4% |
| 30D | +1.4% | -2.8% | +4.2% | +5.5% |
| 3M | +2.7% | +2.5% | +0.3% | -0.5% |
| 6M | +6.5% | +8.1% | -1.6% | -3.8% |
| YTD | +15.2% | +9.6% | +5.6% | +2.4% |
| 1Y | +43.5% | +14.2% | +29.4% | +21.3% |
| 3Y | +135.9% | +56.1% | +79.8% | +32.6% |
| 5Y | +181.5% | +62.8% | +118.6% | +50.6% |
| All | +181.5% | +62.2% | +119.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling