+46.6%
EXC vs RSG
+90.7%
-44.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | -0.9% | +3.7% | -4.5% | -2.6% |
| 3M | -2.7% | +6.2% | -8.8% | -5.4% |
| 6M | -9.4% | -2.8% | -6.6% | -8.4% |
| YTD | +3.0% | +5.9% | -2.9% | -0.3% |
| 1Y | +5.1% | -1.8% | +6.9% | +5.4% |
| 3Y | +20.6% | +57.5% | -36.9% | -6.9% |
| All | +46.6% | +90.7% | -44.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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