+167.1%
XME vs VO
+577.8%
-410.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.3% | +3.1% | -2.8% | -3.7% |
| 30D | -6.1% | +2.2% | -8.3% | -8.8% |
| 3M | -18.6% | -2.5% | -16.1% | -15.5% |
| 6M | -23.9% | +7.0% | -30.9% | -30.0% |
| YTD | -9.3% | +14.0% | -23.3% | -23.2% |
| 1Y | +1.8% | +15.6% | -13.9% | -15.3% |
| 3Y | +93.0% | +66.2% | +26.8% | -1.7% |
| 5Y | +107.0% | +36.6% | +70.4% | +37.5% |
| 10Y | +266.9% | +199.0% | +68.0% | -20.1% |
| All | +167.1% | +577.8% | -410.7% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling