+138.4%
RVTY vs EXR
+147.0%
-8.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +10.8% | -6.9% | +17.8% | +13.8% |
| 3M | +26.8% | -3.0% | +29.8% | +28.0% |
| 6M | +39.3% | -2.9% | +42.3% | +40.6% |
| YTD | +31.6% | +9.3% | +22.3% | +27.0% |
| 1Y | +47.7% | -0.9% | +48.6% | +47.6% |
| 3Y | +19.9% | +24.7% | -4.8% | +10.4% |
| 5Y | -32.3% | -11.7% | -20.7% | -31.6% |
| 10Y | +138.4% | +148.4% | -9.9% | +104.0% |
| All | +138.4% | +147.0% | -8.6% | +104.0% |
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