+407.7%
XME vs VO
+197.9%
+209.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -2.6% |
| 7D | -3.0% | -2.5% | -0.6% | 0.0% |
| 30D | -2.6% | -3.2% | +0.6% | +1.4% |
| 3M | +2.2% | +3.9% | -1.8% | -2.2% |
| 6M | +0.7% | +9.6% | -8.9% | -9.1% |
| YTD | +10.9% | +11.6% | -0.7% | -1.7% |
| 1Y | +35.7% | +12.6% | +23.1% | +19.3% |
| 3Y | +127.1% | +55.4% | +71.7% | +37.7% |
| 5Y | +168.5% | +41.8% | +126.6% | +81.8% |
| All | +407.7% | +197.9% | +209.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling