+140.0%
EMR vs RVMD
+644.5%
-504.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -1.5% | +1.0% | -2.6% | -1.7% |
| 30D | -5.6% | +6.4% | -12.1% | -6.5% |
| 3M | +7.9% | +34.9% | -27.0% | +3.5% |
| 6M | +6.0% | +107.6% | -101.5% | -5.3% |
| YTD | +16.4% | +163.7% | -147.2% | -0.7% |
| 1Y | +16.6% | +439.2% | -422.6% | -11.0% |
| 3Y | +62.9% | +499.2% | -436.3% | +18.2% |
| 5Y | +60.1% | +621.7% | -561.6% | +6.3% |
| All | +140.0% | +644.5% | -504.5% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling