-6.6%
RMD vs EXR
-0.3%
-6.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +2.3% | +5.2% | -2.9% | +0.3% |
| 30D | +4.1% | +20.9% | -16.7% | -3.5% |
| 3M | +5.7% | +7.7% | -2.0% | +2.5% |
| 6M | +12.9% | +13.2% | -0.3% | +7.3% |
| YTD | -1.5% | +26.5% | -28.0% | -10.8% |
| 1Y | -4.8% | +27.2% | -32.0% | -14.0% |
| 3Y | +57.5% | +71.5% | -14.0% | +20.1% |
| All | -6.6% | -0.3% | -6.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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