+29.2%
ECL vs RVMD
+590.1%
-560.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.8% | -1.2% | +0.5% | -0.7% |
| 30D | -2.5% | +1.1% | -3.5% | -2.6% |
| 3M | +8.3% | +39.6% | -31.3% | +5.2% |
| 6M | -1.1% | +110.7% | -111.8% | -8.1% |
| YTD | +6.5% | +160.3% | -153.8% | -3.6% |
| 1Y | +2.1% | +404.9% | -402.8% | -13.8% |
| 3Y | +57.6% | +545.5% | -487.8% | +25.9% |
| All | +29.2% | +590.1% | -560.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling