-65.6%
XE vs RVTY
+82.9%
-148.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.5% | -6.0% | -7.9% |
| 7D | -12.9% | -3.6% | -9.3% | -12.6% |
| 30D | -30.3% | +1.4% | -31.6% | -30.4% |
| 3M | -45.9% | +43.2% | -89.1% | -47.4% |
| 6M | -66.2% | +84.5% | -150.7% | -70.3% |
| All | -65.6% | +82.9% | -148.5% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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