-18.9%
EXE vs RVTY
+74.0%
-92.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -3.0% |
| 7D | -4.7% | -3.6% | -1.1% | -4.8% |
| 30D | +1.0% | +1.4% | -0.3% | +1.1% |
| 3M | -5.6% | +43.2% | -48.8% | -4.3% |
| 6M | -12.3% | +84.5% | -96.8% | -9.8% |
| YTD | -19.5% | +65.2% | -84.7% | -18.0% |
| 1Y | -18.9% | +74.3% | -93.2% | -16.9% |
| All | -18.9% | +74.0% | -92.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling