+9.6%
EMR vs RVMD
+374.0%
-364.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -1.2% | -3.6% | +2.3% | -1.0% |
| 30D | -9.4% | -1.1% | -8.4% | -9.4% |
| 3M | +8.6% | +41.0% | -32.4% | +6.7% |
| 6M | +6.7% | +105.7% | -99.0% | +3.3% |
| YTD | +13.1% | +155.3% | -142.2% | +9.3% |
| All | +9.6% | +374.0% | -364.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling