+151.4%
EXE vs RBA
+81.6%
+69.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | -4.3% | +6.8% | -11.2% | -5.1% |
| 3M | -7.7% | +9.5% | -17.1% | -8.7% |
| 6M | -7.2% | -8.2% | +1.0% | -6.6% |
| YTD | -18.5% | -7.7% | -10.8% | -18.3% |
| 1Y | -24.4% | -6.9% | -17.5% | -24.3% |
| 3Y | +21.6% | +61.6% | -40.1% | +13.7% |
| 5Y | +77.3% | +44.7% | +32.6% | +66.8% |
| All | +151.4% | +81.6% | +69.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling