+298.5%
XME vs VT
+215.5%
+83.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.0% |
| 7D | -4.5% | -2.3% | -2.1% | -1.4% |
| 30D | -10.9% | -5.0% | -5.9% | -4.4% |
| 3M | -15.3% | -4.9% | -10.4% | -9.0% |
| 6M | -24.6% | -1.5% | -23.1% | -22.2% |
| YTD | -9.6% | +8.5% | -18.1% | -17.4% |
| 1Y | +2.9% | +11.4% | -8.5% | -8.9% |
| 3Y | +86.9% | +70.1% | +16.8% | -3.6% |
| 5Y | +115.2% | +53.7% | +61.4% | +27.8% |
| All | +298.5% | +215.5% | +83.0% | -9.9% |
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