-100.0%
VIVK vs XME
+5.2%
-105.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -1.0% | -26.4% | -27.3% |
| 7D | -68.7% | -5.5% | -63.2% | -68.4% |
| 30D | -90.0% | -11.1% | -78.9% | -89.9% |
| 3M | -98.1% | -11.1% | -86.9% | -98.0% |
| 6M | -99.9% | -18.0% | -81.9% | -99.9% |
| YTD | -99.9% | -7.4% | -92.5% | -99.9% |
| 1Y | -100.0% | +6.7% | -106.7% | -100.0% |
| All | -100.0% | +5.2% | -105.2% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling