-100.0%
VIVK vs XME
+34.9%
-134.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.5% |
| 7D | -4.4% | -4.2% | -0.2% | -4.8% |
| 30D | -40.8% | -2.7% | -38.1% | -41.0% |
| 3M | -94.1% | -3.9% | -90.2% | -94.1% |
| 6M | -98.2% | -1.0% | -97.2% | -98.1% |
| YTD | -98.0% | +9.8% | -107.8% | -98.2% |
| 1Y | -100.0% | +32.5% | -132.5% | -99.9% |
| All | -100.0% | +34.9% | -134.8% | -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