+179.3%
EXE vs RVMD
+281.2%
-101.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -1.7% |
| 30D | +6.4% | +1.1% | +5.3% | +6.3% |
| 3M | +9.2% | +39.6% | -30.4% | +7.0% |
| 6M | -7.0% | +110.7% | -117.7% | -11.8% |
| YTD | -9.5% | +160.3% | -169.7% | -16.2% |
| 1Y | +6.2% | +404.9% | -398.7% | -7.0% |
| 3Y | +20.7% | +545.5% | -524.7% | +1.1% |
| 5Y | +103.6% | +584.7% | -481.0% | +65.4% |
| All | +179.3% | +281.2% | -101.9% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling