-28.2%
EW vs RVMD
+560.0%
-588.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -3.4% | -3.6% | +0.2% | -2.9% |
| 30D | -7.4% | -1.1% | -6.3% | -7.3% |
| 3M | +0.9% | +41.0% | -40.1% | -3.4% |
| 6M | +1.2% | +105.7% | -104.5% | -8.7% |
| YTD | +1.8% | +155.3% | -153.5% | -11.7% |
| 1Y | +10.8% | +402.7% | -391.9% | -13.0% |
| 3Y | +17.1% | +533.1% | -515.9% | -14.6% |
| 5Y | -28.2% | +583.5% | -611.8% | -53.0% |
| All | -28.2% | +560.0% | -588.2% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling