+90.1%
EXPE vs RVMD
+574.1%
-484.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -11.5% | -0.7% | -10.8% | -11.4% |
| 30D | -13.1% | +0.3% | -13.4% | -13.2% |
| 3M | +18.1% | +38.9% | -20.7% | +11.5% |
| 6M | +13.3% | +108.1% | -94.9% | -1.4% |
| YTD | -3.2% | +160.7% | -164.0% | -20.1% |
| 1Y | +26.1% | +407.3% | -381.1% | -8.5% |
| 3Y | +151.7% | +546.6% | -394.9% | +66.0% |
| All | +90.1% | +574.1% | -484.0% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling