+126.6%
XME vs RVTY
+13.9%
+112.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.0% |
| 7D | -3.0% | -7.4% | +4.4% | -0.6% |
| 30D | -2.6% | +4.5% | -7.1% | -4.0% |
| 3M | +2.2% | +19.5% | -17.3% | -3.9% |
| 6M | +0.7% | +34.1% | -33.4% | -9.3% |
| YTD | +10.9% | +25.3% | -14.3% | +1.7% |
| 1Y | +35.7% | +47.0% | -11.3% | +17.7% |
| All | +126.6% | +13.9% | +112.7% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling