+404.4%
ELF vs RVMD
+636.2%
-231.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -6.8% | -0.7% | -6.0% | -6.7% |
| 30D | +5.1% | +0.3% | +4.7% | +5.0% |
| 3M | +79.8% | +38.9% | +40.9% | +69.8% |
| 6M | +29.7% | +108.1% | -78.4% | +12.9% |
| YTD | +31.6% | +160.7% | -129.1% | +9.5% |
| 1Y | -27.9% | +407.3% | -435.2% | -46.8% |
| 3Y | -26.4% | +546.6% | -573.0% | -49.9% |
| 5Y | +235.6% | +579.8% | -344.2% | +110.0% |
| All | +404.4% | +636.2% | -231.8% | +168.8% |
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