+6.7%
XME vs VLTO
+18.3%
-11.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | -5.5% | +13.8% | -19.3% | -4.0% |
| 30D | -11.1% | +21.2% | -32.3% | -9.5% |
| 3M | -11.1% | +21.5% | -32.6% | -9.5% |
| 6M | -18.0% | +33.0% | -51.0% | -15.8% |
| YTD | -7.4% | +17.8% | -25.2% | -3.9% |
| 1Y | +6.7% | +18.1% | -11.4% | +11.0% |
| All | +6.7% | +18.3% | -11.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling