+89.9%
XME vs VLTO
+54.8%
+35.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | -4.5% | +5.4% | -9.9% | -5.5% |
| 30D | -10.9% | +22.3% | -33.2% | -15.0% |
| 3M | -15.3% | +19.6% | -34.9% | -18.8% |
| 6M | -24.6% | +35.2% | -59.8% | -30.5% |
| YTD | -9.6% | +17.9% | -27.5% | -12.9% |
| 1Y | +2.9% | +19.5% | -16.6% | -1.5% |
| 3Y | +86.9% | +73.9% | +13.0% | +60.6% |
| All | +89.9% | +54.8% | +35.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling