+225.7%
VIK vs XME
+91.5%
+134.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | -0.9% | -4.2% | +3.3% | +1.1% |
| 30D | -18.4% | -2.7% | -15.7% | -17.6% |
| 3M | -8.8% | -3.9% | -4.8% | -7.7% |
| 6M | +17.1% | -1.0% | +18.1% | +15.3% |
| YTD | +19.0% | +9.8% | +9.2% | +8.7% |
| 1Y | +30.1% | +32.5% | -2.4% | +3.3% |
| All | +225.7% | +91.5% | +134.2% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling