-26.5%
ELAN vs RVMD
+620.8%
-647.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.6% |
| 7D | -6.4% | -3.6% | -2.8% | -5.9% |
| 30D | +0.6% | -1.1% | +1.6% | +0.7% |
| 3M | 0.0% | +41.0% | -41.1% | -5.5% |
| 6M | -3.4% | +105.7% | -109.1% | -14.6% |
| YTD | +1.0% | +155.3% | -154.3% | -14.7% |
| 1Y | +24.7% | +402.7% | -378.0% | -6.1% |
| 3Y | +97.2% | +533.1% | -435.9% | +37.2% |
| 5Y | -31.5% | +583.5% | -615.0% | -55.9% |
| All | -26.5% | +620.8% | -647.4% | -60.0% |
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