+545.5%
RVMD vs EXR
+23.6%
+521.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +1.1% | -6.9% | +8.0% | +3.7% |
| 3M | +39.6% | -3.0% | +42.6% | +40.4% |
| 6M | +110.7% | -2.9% | +113.6% | +111.2% |
| YTD | +160.3% | +9.3% | +151.0% | +148.4% |
| 1Y | +404.9% | -0.9% | +405.9% | +400.6% |
| 3Y | +545.5% | +24.7% | +520.8% | +446.4% |
| All | +545.5% | +23.6% | +521.8% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling