-65.6%
XE vs RBA
-9.9%
-55.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.1% | -10.5% | -7.9% |
| 7D | -12.9% | +12.7% | -25.6% | -10.5% |
| 30D | -30.3% | +15.5% | -45.8% | -27.6% |
| 3M | -45.9% | -14.0% | -31.8% | -47.1% |
| 6M | -66.2% | -8.8% | -57.4% | -67.7% |
| All | -65.6% | -9.9% | -55.7% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling