-67.0%
XE vs RBA
-6.5%
-60.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +8.9% | +0.6% | +8.2% | +9.0% |
| 30D | -16.4% | +9.0% | -25.3% | -14.3% |
| 3M | -46.8% | +7.2% | -54.0% | -45.3% |
| 6M | -67.0% | -7.8% | -59.2% | -68.8% |
| All | -67.0% | -6.5% | -60.5% | -68.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling