-13.0%
EFX vs RVMD
+536.1%
-549.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -11.1% | -3.6% | -7.6% | -10.8% |
| 30D | -7.4% | -1.1% | -6.3% | -7.4% |
| 3M | +1.5% | +41.0% | -39.5% | -2.5% |
| 6M | -13.7% | +105.7% | -119.4% | -21.4% |
| YTD | -21.9% | +155.3% | -177.2% | -31.2% |
| 1Y | -30.8% | +402.7% | -433.5% | -44.4% |
| All | -13.0% | +536.1% | -549.1% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling