+973.4%
EQT vs RVMD
+622.3%
+351.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.0% | -3.0% | +1.0% | -1.8% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | +5.9% | +36.5% | -30.6% | +3.1% |
| 6M | -14.8% | +104.6% | -119.4% | -20.7% |
| YTD | +1.8% | +155.8% | -154.1% | -8.1% |
| 1Y | +7.4% | +340.7% | -333.3% | -8.4% |
| 3Y | +33.6% | +519.9% | -486.3% | +6.9% |
| 5Y | +199.3% | +584.9% | -385.6% | +126.9% |
| All | +973.4% | +622.3% | +351.0% | +659.3% |
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 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