+111.7%
XME vs VIG
+64.4%
+47.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.3% | +3.5% | -3.2% | -4.3% |
| 30D | -6.1% | +4.9% | -11.1% | -12.3% |
| 3M | -18.6% | +2.5% | -21.1% | -21.4% |
| 6M | -23.9% | +11.0% | -34.9% | -34.0% |
| YTD | -9.3% | +16.0% | -25.3% | -25.6% |
| 1Y | +1.8% | +17.5% | -15.8% | -17.8% |
| 3Y | +93.0% | +67.0% | +26.0% | -1.7% |
| All | +111.7% | +64.4% | +47.3% | +7.7% |
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