+149.7%
EXE vs RMD
+24.6%
+125.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -4.9% | +1.6% | -6.6% | -5.3% |
| 3M | -8.3% | +6.0% | -14.3% | -9.2% |
| 6M | -7.8% | +17.9% | -25.8% | -10.3% |
| YTD | -19.0% | 0.0% | -19.0% | -19.5% |
| 1Y | -24.8% | -4.5% | -20.3% | -24.8% |
| 3Y | +20.8% | +70.8% | -50.0% | +4.9% |
| 5Y | +76.2% | -2.0% | +78.2% | +69.8% |
| All | +149.7% | +24.6% | +125.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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