+603.6%
RVMD vs EXR
+55.8%
+547.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -3.6% | -3.2% | -0.4% | -2.2% |
| 30D | -1.1% | -6.9% | +5.8% | +1.9% |
| 3M | +41.0% | -7.8% | +48.8% | +45.3% |
| 6M | +105.7% | -4.9% | +110.6% | +108.6% |
| YTD | +155.3% | +7.2% | +148.2% | +145.0% |
| 1Y | +402.7% | -1.5% | +404.2% | +399.8% |
| 3Y | +533.1% | +22.3% | +510.8% | +454.4% |
| 5Y | +583.5% | -10.9% | +594.5% | +590.4% |
| All | +603.6% | +55.8% | +547.8% | +481.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling