+245.2%
ELF vs RVMD
+570.7%
-325.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +5.9% | +1.1% | +4.9% | +5.7% |
| 3M | +99.5% | +39.6% | +59.9% | +89.2% |
| 6M | +26.5% | +110.7% | -84.2% | +11.1% |
| YTD | +37.2% | +160.3% | -123.1% | +16.0% |
| 1Y | -24.4% | +404.9% | -429.3% | -42.7% |
| 3Y | -23.3% | +545.5% | -568.8% | -45.8% |
| 5Y | +245.2% | +584.7% | -339.5% | +119.0% |
| All | +245.2% | +570.7% | -325.6% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling