-2.4%
ELV vs RVMD
+537.4%
-539.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.6% |
| 7D | +2.8% | -3.0% | +5.7% | +2.8% |
| 30D | +4.9% | -0.7% | +5.6% | +4.9% |
| 3M | +4.9% | +36.5% | -31.7% | +3.8% |
| 6M | +45.1% | +104.6% | -59.5% | +41.3% |
| YTD | +20.7% | +155.8% | -135.2% | +16.2% |
| 1Y | +35.0% | +340.7% | -305.6% | +26.8% |
| 3Y | -2.4% | +519.9% | -522.4% | -8.2% |
| All | -2.4% | +537.4% | -539.8% | -8.2% |
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 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