+496.2%
RVMD vs EXR
+83.1%
+413.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -10.4% | -0.4% | -10.0% | -10.2% |
| 30D | -11.0% | +18.2% | -29.2% | -17.2% |
| 3M | -14.7% | +7.3% | -22.0% | -17.5% |
| 6M | +14.9% | +13.8% | +1.1% | +7.7% |
| YTD | +116.3% | +25.9% | +90.4% | +93.3% |
| 1Y | +167.6% | +25.8% | +141.8% | +139.1% |
| 3Y | +776.8% | +53.7% | +723.1% | +593.7% |
| 5Y | +424.8% | -1.8% | +426.6% | +405.0% |
| All | +496.2% | +83.1% | +413.0% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling