+497.3%
ELF vs RVMD
+584.4%
-87.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | +6.3% | -0.6% | +6.9% | +6.3% |
| 30D | +8.5% | +1.7% | +6.8% | +8.0% |
| 3M | +24.4% | -6.7% | +31.2% | +25.4% |
| 6M | +94.7% | +36.1% | +58.6% | +83.7% |
| YTD | +55.9% | +142.4% | -86.5% | +30.9% |
| 1Y | +48.4% | +207.8% | -159.3% | +19.7% |
| 3Y | +24.6% | +879.5% | -854.9% | -18.9% |
| 5Y | +285.0% | +509.0% | -224.0% | +145.7% |
| All | +497.3% | +584.4% | -87.0% | +221.2% |
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