+168.5%
XME vs VSXY
+15.5%
+152.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -3.2% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -2.6% | -22.1% | +19.5% | +0.9% |
| 3M | +2.2% | -1.1% | +3.3% | +1.8% |
| 6M | +0.7% | +53.8% | -53.1% | -7.9% |
| YTD | +10.9% | +35.5% | -24.6% | +3.0% |
| 1Y | +35.7% | +186.0% | -150.3% | +11.0% |
| 3Y | +127.1% | +343.2% | -216.1% | +56.7% |
| 5Y | +168.5% | +19.0% | +149.5% | +131.6% |
| All | +168.5% | +15.5% | +152.9% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling