+195.7%
XME vs VSXY
+37.7%
+158.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.1% |
| 7D | -0.2% | -10.7% | +10.5% | +1.3% |
| 30D | +1.4% | -24.3% | +25.7% | +5.3% |
| 3M | +2.7% | +1.0% | +1.7% | +2.1% |
| 6M | +6.5% | +57.4% | -50.8% | -2.4% |
| YTD | +15.2% | +39.8% | -24.6% | +6.9% |
| 1Y | +43.5% | +196.5% | -153.0% | +18.1% |
| 3Y | +135.9% | +357.2% | -221.4% | +67.2% |
| 5Y | +181.5% | +18.9% | +162.6% | +137.1% |
| All | +195.7% | +37.7% | +158.0% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling