-21.7%
EXE vs RVTY
+74.8%
-96.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | -2.2% | -2.7% | +0.5% | -2.3% |
| 30D | -0.3% | +3.2% | -3.6% | -0.2% |
| 3M | -9.3% | +37.2% | -46.5% | -8.1% |
| 6M | -7.2% | +57.7% | -64.9% | -5.4% |
| YTD | -18.9% | +64.8% | -83.8% | -17.3% |
| 1Y | -21.7% | +72.8% | -94.5% | -20.3% |
| All | -21.7% | +74.8% | -96.5% | -20.3% |
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