+167.9%
RVMD vs EXR
+24.1%
+143.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | -6.4% | +18.3% | -24.7% | -9.0% |
| 3M | -14.1% | +9.1% | -23.1% | -15.0% |
| 6M | +21.0% | +11.7% | +9.3% | +17.9% |
| YTD | +121.4% | +25.7% | +95.7% | +108.5% |
| 1Y | +167.9% | +24.9% | +143.0% | +153.2% |
| All | +167.9% | +24.1% | +143.8% | +153.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling