+178.5%
EXE vs RVMD
+286.1%
-107.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | +8.5% | +6.4% | +2.0% | +8.1% |
| 3M | +5.5% | +34.9% | -29.4% | +3.5% |
| 6M | -5.9% | +107.6% | -113.4% | -10.7% |
| YTD | -9.7% | +163.7% | -173.4% | -16.5% |
| 1Y | +3.6% | +439.2% | -435.6% | -9.8% |
| 3Y | +18.0% | +499.2% | -481.2% | -0.5% |
| 5Y | +109.4% | +621.7% | -512.3% | +69.2% |
| All | +178.5% | +286.1% | -107.7% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling