+169.7%
EXE vs RRX
+37.2%
+132.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.7% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -0.9% | -6.1% | +5.2% | +0.1% |
| 3M | +9.6% | -23.1% | +32.6% | +13.9% |
| 6M | -11.6% | -19.5% | +7.9% | -10.0% |
| YTD | -12.6% | +16.1% | -28.6% | -19.1% |
| 1Y | +1.2% | +12.9% | -11.8% | -6.3% |
| 3Y | +18.0% | +7.9% | +10.1% | +6.9% |
| 5Y | +101.1% | +19.1% | +82.0% | +64.9% |
| All | +169.7% | +37.2% | +132.6% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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