+181.9%
XME vs VSXY
+37.5%
+144.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -2.7% | -18.7% | +16.0% | 0.0% |
| 3M | -3.9% | -4.0% | +0.1% | -3.8% |
| 6M | -1.0% | +67.5% | -68.5% | -10.1% |
| YTD | +9.8% | +39.7% | -29.8% | +1.9% |
| 1Y | +32.5% | +180.0% | -147.4% | +10.1% |
| 3Y | +124.3% | +337.3% | -212.9% | +60.4% |
| 5Y | +165.8% | +22.7% | +143.1% | +123.7% |
| All | +181.9% | +37.5% | +144.3% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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