+169.7%
EXE vs RVMD
+274.6%
-104.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | -3.0% | -0.2% | -3.0% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | +9.6% | +36.5% | -27.0% | +7.4% |
| 6M | -11.6% | +104.6% | -116.2% | -16.1% |
| YTD | -12.6% | +155.8% | -168.4% | -19.0% |
| 1Y | +1.2% | +340.7% | -339.5% | -10.4% |
| 3Y | +18.0% | +519.9% | -501.9% | -0.8% |
| 5Y | +101.1% | +584.9% | -483.8% | +63.2% |
| All | +169.7% | +274.6% | -104.9% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling