+169.7%
EXE vs RNG
-83.9%
+253.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -6.1% | +2.9% | -2.8% |
| 30D | -0.9% | +9.6% | -10.5% | -1.5% |
| 3M | +9.6% | +83.3% | -73.8% | +5.0% |
| 6M | -11.6% | +77.9% | -89.5% | -15.4% |
| YTD | -12.6% | +139.9% | -152.5% | -18.6% |
| 1Y | +1.2% | +121.7% | -120.5% | -5.4% |
| 3Y | +18.0% | +121.9% | -103.8% | +8.5% |
| 5Y | +101.1% | -68.4% | +169.5% | +77.7% |
| All | +169.7% | -83.9% | +253.6% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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