+64.7%
XME vs VT
+374.2%
-309.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.7% |
| 30D | +6.0% | +1.0% | +5.0% | +4.7% |
| 3M | -7.7% | +2.4% | -10.1% | -10.2% |
| 6M | +1.0% | +12.0% | -11.0% | -13.0% |
| YTD | +14.6% | +15.3% | -0.7% | -4.9% |
| 1Y | +46.0% | +22.6% | +23.4% | +11.7% |
| 3Y | +127.0% | +74.7% | +52.3% | +6.7% |
| 5Y | +175.8% | +66.1% | +109.7% | +40.5% |
| 10Y | +414.6% | +225.0% | +189.6% | +3.8% |
| All | +64.7% | +374.2% | -309.5% | -80.6% |
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