+583.5%
RVMD vs XME
+167.8%
+415.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.2% |
| 7D | -3.6% | -3.0% | -0.5% | -2.1% |
| 30D | -1.1% | -2.6% | +1.5% | 0.0% |
| 3M | +41.0% | +2.2% | +38.9% | +38.6% |
| 6M | +105.7% | +0.7% | +105.0% | +101.5% |
| YTD | +155.3% | +10.9% | +144.4% | +135.7% |
| 1Y | +402.7% | +35.7% | +367.0% | +307.2% |
| 3Y | +533.1% | +127.1% | +406.0% | +270.7% |
| 5Y | +583.5% | +168.5% | +415.1% | +280.3% |
| All | +583.5% | +167.8% | +415.7% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling