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  • RVTY vs EXR✓SelectedUSD · EXRRVTY vs EXR performance historyLatest closeAs of-2.41%09/08
Stock and ETF performance explorer

RVTY vs EXR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+138.4%
EXR return
+147.0%
Excess return
-8.6%
Maximum drawdown
-59.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEXRExcessAlpha
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