-100.0%
VIVK vs XME
+46.4%
-146.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.2% | -12.5% | -12.3% |
| 7D | -1.4% | -0.1% | -1.3% | -1.5% |
| 30D | -43.6% | +6.0% | -49.6% | -42.9% |
| 3M | -95.1% | -7.7% | -87.4% | -95.1% |
| 6M | -98.2% | +1.0% | -99.2% | -98.1% |
| YTD | -97.9% | +14.6% | -112.6% | -98.1% |
| 1Y | -100.0% | +46.0% | -145.9% | -99.9% |
| All | -100.0% | +46.4% | -146.4% | -99.9% |
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