+105.4%
EXE vs RSG
+89.5%
+15.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -0.8% | +2.8% | -3.6% | -1.7% |
| 3M | +10.0% | +4.3% | +5.7% | +8.3% |
| 6M | -6.3% | -0.5% | -5.8% | -6.4% |
| YTD | -10.7% | +5.2% | -15.9% | -12.5% |
| 1Y | +2.7% | -2.1% | +4.8% | +3.0% |
| 3Y | +19.1% | +56.5% | -37.4% | -1.0% |
| 5Y | +105.4% | +89.5% | +15.9% | +71.0% |
| All | +105.4% | +89.5% | +15.9% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling