+21.0%
EXE vs RMD
+68.3%
-47.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | -2.2% | +3.1% | -5.3% | -2.3% |
| 30D | -0.3% | +1.8% | -2.1% | -0.4% |
| 3M | -9.3% | +6.7% | -16.0% | -9.5% |
| 6M | -7.2% | +13.9% | -21.1% | -7.7% |
| YTD | -18.9% | -2.0% | -16.9% | -19.0% |
| 1Y | -21.7% | -5.4% | -16.3% | -21.7% |
| 3Y | +21.0% | +67.4% | -46.4% | +14.1% |
| All | +21.0% | +68.3% | -47.3% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling