-64.5%
XE vs RBA
-9.1%
-55.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +2.4% |
| 7D | +25.1% | -0.5% | +25.7% | +24.9% |
| 30D | -11.5% | +6.8% | -18.3% | -9.8% |
| 3M | -44.7% | +9.5% | -54.1% | -42.6% |
| 6M | -64.5% | -8.2% | -56.3% | -66.6% |
| All | -64.5% | -9.1% | -55.4% | -66.6% |
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