+152.1%
EXE vs RVTY
+8.9%
+143.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.5% | -0.7% | +2.3% | +1.6% |
| 30D | -0.2% | +1.7% | -1.9% | -0.5% |
| 3M | -9.2% | +36.8% | -46.0% | -12.6% |
| 6M | -7.2% | +60.1% | -67.3% | -12.4% |
| YTD | -18.3% | +64.0% | -82.2% | -23.5% |
| 1Y | -23.6% | +68.2% | -91.8% | -28.8% |
| 3Y | +21.9% | +88.8% | -66.8% | +9.3% |
| 5Y | +73.7% | -10.5% | +84.2% | +67.3% |
| All | +152.1% | +8.9% | +143.1% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling