+43.0%
ECL vs RVMD
+622.3%
-579.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.1% | -3.0% | +1.9% | -0.8% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +5.0% | +36.5% | -31.5% | +1.6% |
| 6M | +0.2% | +104.6% | -104.4% | -8.1% |
| YTD | +5.8% | +155.8% | -150.1% | -6.1% |
| 1Y | +1.5% | +340.7% | -339.1% | -15.5% |
| 3Y | +55.0% | +519.9% | -464.9% | +19.4% |
| 5Y | +29.3% | +584.9% | -555.7% | -7.1% |
| All | +43.0% | +622.3% | -579.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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