-8.2%
EW vs RVMD
+425.4%
-433.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | +4.9% | -10.4% | +15.3% | +6.2% |
| 30D | +23.9% | -11.0% | +34.9% | +25.3% |
| 3M | +15.8% | -14.7% | +30.5% | +17.5% |
| 6M | +31.7% | +14.9% | +16.7% | +28.5% |
| YTD | +25.7% | +116.3% | -90.6% | +10.5% |
| 1Y | +24.4% | +167.6% | -143.2% | +5.9% |
| 3Y | +65.9% | +776.8% | -710.9% | +15.4% |
| All | -8.2% | +425.4% | -433.6% | -36.7% |
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