+237.8%
XME vs RVTY
+633.5%
-395.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -0.1% | +1.1% | -1.2% | -0.7% |
| 30D | +6.0% | +13.2% | -7.2% | -1.2% |
| 3M | -7.7% | +27.2% | -35.0% | -20.3% |
| 6M | +1.0% | +32.4% | -31.4% | -15.7% |
| YTD | +14.6% | +34.9% | -20.2% | -6.1% |
| 1Y | +46.0% | +52.4% | -6.4% | +10.5% |
| 3Y | +127.0% | +12.3% | +114.7% | +92.4% |
| 5Y | +175.8% | -30.8% | +206.6% | +200.7% |
| 10Y | +414.6% | +150.7% | +264.0% | +108.3% |
| All | +237.8% | +633.5% | -395.8% | -40.9% |
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 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