+100.3%
XME vs VLTO
+56.1%
+44.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.5% |
| 30D | -7.3% | +21.8% | -29.1% | -11.5% |
| 3M | -14.8% | +20.2% | -35.0% | -18.4% |
| 6M | -18.4% | +36.3% | -54.7% | -24.8% |
| YTD | -4.7% | +18.8% | -23.5% | -8.3% |
| 1Y | +5.7% | +20.4% | -14.7% | +1.1% |
| 3Y | +104.0% | +71.9% | +32.1% | +75.6% |
| All | +100.3% | +56.1% | +44.2% | +75.4% |
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