+259.3%
XME vs RVTY
+216.9%
+42.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.7% |
| 7D | +5.3% | +4.1% | +1.2% | +3.8% |
| 30D | -8.2% | +1.3% | -9.5% | -8.8% |
| 3M | -18.4% | +33.3% | -51.7% | -27.6% |
| 6M | -22.8% | +58.3% | -81.1% | -36.5% |
| YTD | -7.9% | +62.7% | -70.6% | -25.8% |
| 1Y | -0.9% | +67.2% | -68.1% | -21.1% |
| 3Y | +96.0% | +87.3% | +8.6% | +43.3% |
| 5Y | +110.3% | -13.4% | +123.8% | +106.9% |
| All | +259.3% | +216.9% | +42.4% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling