+96.7%
ELAN vs RVMD
+537.4%
-440.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | -5.4% | -3.0% | -2.5% | -5.1% |
| 30D | +4.7% | -0.7% | +5.4% | +4.8% |
| 3M | -3.7% | +36.5% | -40.2% | -7.7% |
| 6M | -1.2% | +104.6% | -105.8% | -10.5% |
| YTD | +2.4% | +155.8% | -153.4% | -10.7% |
| 1Y | +23.4% | +340.7% | -317.3% | -1.3% |
| 3Y | +96.7% | +519.9% | -423.2% | +40.6% |
| All | +96.7% | +537.4% | -440.7% | +40.6% |
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