+171.4%
XME vs RVTY
+784.9%
-613.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.6% |
| 7D | +5.3% | +4.1% | +1.2% | +3.1% |
| 30D | -8.2% | +1.3% | -9.5% | -9.2% |
| 3M | -18.4% | +33.3% | -51.7% | -31.4% |
| 6M | -22.8% | +58.3% | -81.1% | -41.9% |
| YTD | -7.9% | +62.7% | -70.6% | -32.9% |
| 1Y | -0.9% | +67.2% | -68.1% | -29.1% |
| 3Y | +96.0% | +87.3% | +8.6% | +22.9% |
| 5Y | +110.3% | -13.4% | +123.8% | +99.7% |
| 10Y | +272.8% | +217.2% | +55.6% | +29.7% |
| All | +171.4% | +784.9% | -613.5% | -57.8% |
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 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