-100.0%
VIVK vs XME
+262.2%
-362.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.2% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -42.0% | +1.4% | -43.4% | -42.1% |
| 3M | -92.5% | +2.7% | -95.2% | -92.6% |
| 6M | -98.0% | +6.5% | -104.5% | -98.1% |
| YTD | -97.9% | +15.2% | -113.1% | -98.0% |
| 1Y | -100.0% | +43.5% | -143.5% | -100.0% |
| 3Y | -100.0% | +135.9% | -235.8% | -100.0% |
| 5Y | -100.0% | +181.5% | -281.4% | -100.0% |
| 10Y | -100.0% | +436.9% | -536.9% | -100.0% |
| All | -100.0% | +262.2% | -362.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling