+45.0%
EEM vs RVMD
+576.1%
-531.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +2.1% | -0.7% | +2.8% | +2.1% |
| 3M | +1.0% | +36.5% | -35.5% | -2.0% |
| 6M | +15.9% | +104.6% | -88.7% | +7.6% |
| YTD | +24.6% | +155.8% | -131.2% | +12.5% |
| 1Y | +32.3% | +340.7% | -308.4% | +12.8% |
| 3Y | +85.9% | +519.9% | -434.0% | +49.0% |
| All | +45.0% | +576.1% | -531.1% | +8.3% |
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