+402.6%
XME vs VTEB
+17.9%
+384.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.3% |
| 7D | -4.2% | -0.9% | -3.3% | -3.5% |
| 30D | -2.7% | -2.5% | -0.2% | -0.7% |
| 3M | -3.9% | -3.0% | -1.0% | -1.5% |
| 6M | -1.0% | -2.1% | +1.1% | +0.9% |
| YTD | +9.8% | -1.5% | +11.3% | +11.4% |
| 1Y | +32.5% | +0.2% | +32.4% | +32.8% |
| 3Y | +124.3% | +8.6% | +115.8% | +110.4% |
| 5Y | +165.8% | +1.2% | +164.6% | +161.8% |
| All | +402.6% | +17.9% | +384.7% | +495.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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