+11.0%
EW vs RVMD
+430.6%
-419.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | +1.0% | -1.4% | -0.4% |
| 30D | +1.0% | +6.4% | -5.4% | +0.8% |
| 3M | +2.8% | +34.9% | -32.1% | +1.7% |
| 6M | +5.5% | +107.6% | -102.1% | +2.5% |
| YTD | +5.5% | +163.7% | -158.2% | +1.4% |
| 1Y | +11.0% | +439.2% | -428.2% | 0.0% |
| All | +11.0% | +430.6% | -419.6% | 0.0% |
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