+510.2%
RVMD vs EXR
+82.8%
+427.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -6.4% | +18.3% | -24.7% | -13.0% |
| 3M | -14.1% | +9.1% | -23.1% | -17.4% |
| 6M | +21.0% | +11.7% | +9.3% | +14.3% |
| YTD | +121.4% | +25.7% | +95.7% | +98.0% |
| 1Y | +167.9% | +24.9% | +143.0% | +140.1% |
| 3Y | +794.7% | +51.4% | +743.3% | +612.7% |
| 5Y | +437.2% | -1.9% | +439.1% | +417.4% |
| All | +510.2% | +82.8% | +427.4% | +369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling