+24.6%
ELF vs RVMD
+860.0%
-835.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | +6.3% | -0.6% | +6.9% | +6.3% |
| 30D | +8.5% | +1.7% | +6.8% | +7.9% |
| 3M | +24.4% | -6.7% | +31.2% | +25.5% |
| 6M | +94.7% | +36.1% | +58.6% | +81.8% |
| YTD | +55.9% | +142.4% | -86.5% | +26.1% |
| 1Y | +48.4% | +207.8% | -159.3% | +13.5% |
| 3Y | +24.6% | +879.5% | -854.9% | -39.9% |
| All | +24.6% | +860.0% | -835.4% | -39.9% |
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