+80.3%
EXE vs RVMD
+425.4%
-345.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +5.3% | -10.4% | +15.7% | +5.9% |
| 30D | -2.2% | -11.0% | +8.8% | -1.7% |
| 3M | -5.9% | -14.7% | +8.8% | -5.3% |
| 6M | -5.7% | +14.9% | -20.6% | -6.7% |
| YTD | -17.8% | +116.3% | -134.1% | -22.9% |
| 1Y | -23.1% | +167.6% | -190.7% | -29.0% |
| 3Y | +21.2% | +776.8% | -755.6% | +0.6% |
| All | +80.3% | +425.4% | -345.2% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling