+219.7%
RVTY vs EXR
+217.4%
+2.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +1.7% | +18.8% | -17.0% | -4.7% |
| 3M | +36.8% | +9.9% | +26.9% | +31.7% |
| 6M | +60.1% | +12.6% | +47.5% | +52.6% |
| YTD | +64.0% | +26.5% | +37.5% | +49.3% |
| 1Y | +68.2% | +24.5% | +43.7% | +54.1% |
| 3Y | +88.8% | +52.4% | +36.4% | +61.4% |
| 5Y | -10.5% | -1.5% | -9.0% | -13.7% |
| 10Y | +219.7% | +216.0% | +3.7% | +153.4% |
| All | +219.7% | +217.4% | +2.3% | +153.4% |
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 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