+18.1%
EW vs RVMD
+244.4%
-226.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.3% |
| 7D | +8.3% | +5.8% | +2.5% | +8.1% |
| 30D | +13.9% | -3.8% | +17.8% | +13.9% |
| 3M | +10.9% | +3.2% | +7.7% | +10.7% |
| 6M | +19.2% | +35.0% | -15.8% | +18.3% |
| YTD | +16.6% | +150.7% | -134.2% | +14.9% |
| 1Y | +18.1% | +241.0% | -222.9% | +12.6% |
| All | +18.1% | +244.4% | -226.3% | +12.6% |
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