-25.5%
ELAN vs RVMD
+622.3%
-647.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -5.4% | -3.0% | -2.5% | -5.0% |
| 30D | +4.7% | -0.7% | +5.4% | +4.8% |
| 3M | -3.7% | +36.5% | -40.2% | -8.5% |
| 6M | -1.2% | +104.6% | -105.8% | -12.6% |
| YTD | +2.4% | +155.8% | -153.4% | -13.6% |
| 1Y | +23.4% | +340.7% | -317.3% | -5.0% |
| 3Y | +96.7% | +519.9% | -423.2% | +37.3% |
| 5Y | -30.6% | +584.9% | -615.5% | -55.3% |
| All | -25.5% | +622.3% | -647.9% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling