+225.9%
VIK vs XME
+100.9%
+125.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -18.0% | +1.4% | -19.4% | -18.8% |
| 3M | -5.8% | +2.7% | -8.5% | -7.8% |
| 6M | +17.2% | +6.5% | +10.6% | +11.3% |
| YTD | +19.1% | +15.2% | +3.9% | +6.3% |
| 1Y | +33.6% | +43.5% | -9.9% | +1.4% |
| All | +225.9% | +100.9% | +125.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling