+20.6%
EXE vs RVMD
+536.1%
-515.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.3% |
| 7D | -2.2% | -3.6% | +1.4% | -2.1% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | +10.0% | +41.0% | -31.0% | +8.8% |
| 6M | -6.3% | +105.7% | -112.0% | -9.0% |
| YTD | -10.7% | +155.3% | -166.0% | -15.1% |
| 1Y | +2.7% | +402.7% | -400.0% | -7.2% |
| All | +20.6% | +536.1% | -515.5% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling