+169.7%
EXE vs RSG
+160.0%
+9.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.1% | 0.0% | -3.2% | -3.2% |
| 30D | -0.9% | +4.0% | -4.9% | -2.1% |
| 3M | +9.6% | +7.4% | +2.2% | +7.0% |
| 6M | -11.6% | +0.1% | -11.7% | -11.9% |
| YTD | -12.6% | +6.0% | -18.6% | -14.4% |
| 1Y | +1.2% | -3.0% | +4.1% | +1.8% |
| 3Y | +18.0% | +56.5% | -38.5% | +0.7% |
| 5Y | +101.1% | +90.9% | +10.2% | +65.3% |
| All | +169.7% | +160.0% | +9.7% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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