+20.7%
EXE vs RMD
+52.4%
-31.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.4% |
| 7D | -1.8% | -4.5% | +2.7% | -1.6% |
| 30D | +6.4% | +4.6% | +1.8% | +6.2% |
| 3M | +9.2% | +14.8% | -5.5% | +8.4% |
| 6M | -7.0% | -12.1% | +5.1% | -6.5% |
| YTD | -9.5% | -7.5% | -2.0% | -9.4% |
| 1Y | +6.2% | -20.1% | +26.3% | +7.1% |
| 3Y | +20.7% | +53.9% | -33.1% | +13.5% |
| All | +20.7% | +52.4% | -31.6% | +13.5% |
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