+991.0%
EQT vs RVMD
+620.8%
+370.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -1.2% | -3.6% | +2.4% | -0.9% |
| 30D | +1.1% | -1.1% | +2.2% | +1.1% |
| 3M | +4.8% | +41.0% | -36.2% | +1.7% |
| 6M | -10.6% | +105.7% | -116.3% | -16.8% |
| YTD | +3.4% | +155.3% | -151.9% | -6.6% |
| 1Y | +8.7% | +402.7% | -394.0% | -8.6% |
| 3Y | +35.0% | +533.1% | -498.1% | +7.7% |
| 5Y | +204.2% | +583.5% | -379.3% | +130.6% |
| All | +991.0% | +620.8% | +370.2% | +671.9% |
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