+525.3%
RVMD vs EXR
+84.0%
+441.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -9.5% | -1.1% | -8.4% | -9.0% |
| 30D | -6.8% | +18.8% | -25.6% | -13.6% |
| 3M | -12.1% | +9.9% | -22.0% | -15.8% |
| 6M | +25.4% | +12.6% | +12.7% | +18.0% |
| YTD | +126.9% | +26.5% | +100.4% | +102.3% |
| 1Y | +182.0% | +24.5% | +157.5% | +153.1% |
| 3Y | +816.8% | +52.4% | +764.4% | +628.2% |
| 5Y | +464.0% | -1.5% | +465.5% | +442.1% |
| All | +525.3% | +84.0% | +441.3% | +379.9% |
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