-100.0%
VIVK vs XME
+124.3%
-224.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.3% |
| 7D | -9.5% | -3.0% | -6.4% | -9.5% |
| 30D | -35.1% | -2.6% | -32.5% | -35.1% |
| 3M | -93.4% | +2.2% | -95.5% | -93.3% |
| 6M | -98.0% | +0.7% | -98.7% | -97.9% |
| YTD | -97.9% | +10.9% | -108.8% | -97.9% |
| 1Y | -100.0% | +35.7% | -135.7% | -100.0% |
| All | -100.0% | +124.3% | -224.3% | -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 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