+133.0%
EMR vs RVMD
+620.8%
-487.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -1.2% | -3.6% | +2.3% | -0.7% |
| 30D | -9.4% | -1.1% | -8.4% | -9.4% |
| 3M | +8.6% | +41.0% | -32.4% | +3.4% |
| 6M | +6.7% | +105.7% | -99.0% | -4.6% |
| YTD | +13.1% | +155.3% | -142.2% | -3.1% |
| 1Y | +12.7% | +402.7% | -390.0% | -13.0% |
| 3Y | +58.1% | +533.1% | -475.0% | +13.7% |
| 5Y | +63.6% | +583.5% | -519.9% | +9.7% |
| All | +133.0% | +620.8% | -487.8% | +26.6% |
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