+185.0%
XME vs RVTY
-32.1%
+217.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +3.6% | +10.8% | -7.2% | -0.1% |
| 3M | +1.2% | +26.8% | -25.6% | -7.4% |
| 6M | +9.0% | +39.3% | -30.3% | -4.1% |
| YTD | +15.9% | +31.6% | -15.7% | +3.6% |
| 1Y | +43.2% | +47.7% | -4.5% | +22.3% |
| 3Y | +137.4% | +19.9% | +117.4% | +111.7% |
| 5Y | +185.0% | -32.3% | +217.4% | +182.8% |
| All | +185.0% | -32.1% | +217.2% | +182.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling