+25.6%
XME vs VT
+345.0%
-319.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | +0.1% |
| 7D | -10.5% | -4.2% | -6.3% | -5.0% |
| 30D | -16.5% | -5.8% | -10.7% | -9.0% |
| 3M | -19.2% | -5.2% | -13.9% | -12.5% |
| 6M | -23.8% | +0.1% | -24.0% | -23.1% |
| YTD | -12.6% | +8.2% | -20.8% | -20.5% |
| 1Y | -0.1% | +10.1% | -10.3% | -11.1% |
| 3Y | +79.3% | +69.7% | +9.6% | -12.1% |
| 5Y | +108.2% | +53.4% | +54.8% | +18.9% |
| 10Y | +292.6% | +219.2% | +73.4% | -19.1% |
| All | +25.6% | +345.0% | -319.3% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling