-6.7%
EFX vs RVMD
+244.4%
-251.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.2% |
| 7D | +9.2% | +5.8% | +3.4% | +8.9% |
| 30D | +34.8% | -3.8% | +38.6% | +34.8% |
| 3M | +8.8% | +3.2% | +5.6% | +8.4% |
| 6M | +12.3% | +35.0% | -22.7% | +9.3% |
| YTD | -10.6% | +150.7% | -161.3% | -17.1% |
| 1Y | -6.7% | +241.0% | -247.7% | -14.0% |
| All | -6.7% | +244.4% | -251.1% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling