+106.6%
EXE vs RBA
+45.3%
+61.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | -2.9% | +2.7% | +0.1% |
| 30D | +8.5% | -12.3% | +20.8% | +10.0% |
| 3M | +5.5% | -20.5% | +26.0% | +8.0% |
| 6M | -5.9% | -18.5% | +12.6% | -3.9% |
| YTD | -9.7% | -18.2% | +8.5% | -8.2% |
| 1Y | +3.6% | -27.5% | +31.1% | +7.0% |
| 3Y | +18.0% | +38.1% | -20.0% | +12.8% |
| All | +106.6% | +45.3% | +61.4% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling