+103.6%
EXE vs RVTY
-32.1%
+135.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +6.4% | +10.8% | -4.4% | +5.0% |
| 3M | +9.2% | +26.8% | -17.5% | +5.9% |
| 6M | -7.0% | +39.3% | -46.3% | -11.3% |
| YTD | -9.5% | +31.6% | -41.1% | -13.3% |
| 1Y | +6.2% | +47.7% | -41.5% | -0.3% |
| 3Y | +20.7% | +19.9% | +0.8% | +14.9% |
| 5Y | +103.6% | -32.3% | +136.0% | +88.6% |
| All | +103.6% | -32.1% | +135.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling