+617.4%
RVMD vs XME
+392.1%
+225.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | -1.2% | +3.6% | -4.8% | -3.0% |
| 30D | +1.1% | +3.6% | -2.6% | -1.0% |
| 3M | +39.6% | +1.2% | +38.4% | +37.9% |
| 6M | +110.7% | +9.0% | +101.6% | +98.5% |
| YTD | +160.3% | +15.9% | +144.4% | +136.0% |
| 1Y | +404.9% | +43.2% | +361.7% | +303.5% |
| 3Y | +545.5% | +137.4% | +408.1% | +287.6% |
| 5Y | +584.7% | +185.0% | +399.6% | +271.4% |
| All | +617.4% | +392.1% | +225.3% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling