+175.2%
XME vs RVTY
+796.6%
-621.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -0.2% | -2.7% | +2.5% | +1.5% |
| 30D | -9.2% | +3.2% | -12.4% | -11.1% |
| 3M | -17.8% | +37.2% | -55.0% | -32.1% |
| 6M | -20.0% | +57.7% | -77.7% | -39.7% |
| YTD | -6.6% | +64.8% | -71.4% | -32.4% |
| 1Y | +1.8% | +72.8% | -71.1% | -28.7% |
| 3Y | +98.7% | +89.8% | +8.9% | +23.7% |
| 5Y | +123.9% | -8.4% | +132.4% | +105.2% |
| 10Y | +277.9% | +219.5% | +58.4% | +31.1% |
| All | +175.2% | +796.6% | -621.3% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling