+285.4%
XME vs VT
+223.7%
+61.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +2.0% |
| 7D | +0.9% | +0.4% | +0.6% | +0.5% |
| 30D | -7.3% | -2.6% | -4.7% | -3.8% |
| 3M | -14.8% | -3.2% | -11.5% | -10.6% |
| 6M | -18.4% | +0.9% | -19.3% | -18.5% |
| YTD | -4.7% | +11.3% | -16.0% | -15.8% |
| 1Y | +5.7% | +14.0% | -8.3% | -9.3% |
| 3Y | +104.0% | +75.8% | +28.1% | +0.7% |
| 5Y | +122.4% | +57.8% | +64.6% | +27.6% |
| 10Y | +285.4% | +219.8% | +65.6% | -13.8% |
| All | +285.4% | +223.7% | +61.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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