+9.4%
EFX vs RVMD
+636.2%
-626.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -9.4% | -0.7% | -8.6% | -9.3% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | +0.1% | +38.9% | -38.7% | -4.5% |
| 6M | -17.3% | +108.1% | -125.4% | -26.2% |
| YTD | -21.8% | +160.7% | -182.6% | -33.0% |
| 1Y | -32.5% | +407.3% | -439.8% | -47.5% |
| 3Y | -12.3% | +546.6% | -558.9% | -36.2% |
| 5Y | -36.6% | +579.8% | -616.4% | -56.8% |
| All | +9.4% | +636.2% | -626.8% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling