-34.3%
EFX vs RVMD
+375.0%
-409.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -4.5% | -3.0% | -1.6% | -4.4% |
| 30D | -6.1% | -0.7% | -5.4% | -6.1% |
| 3M | +6.2% | +36.5% | -30.3% | +3.7% |
| 6M | -11.2% | +104.6% | -115.8% | -17.2% |
| YTD | -21.4% | +155.8% | -177.2% | -27.5% |
| 1Y | -34.3% | +340.7% | -375.0% | -41.9% |
| All | -34.3% | +375.0% | -409.3% | -41.9% |
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