+41.9%
EW vs RVMD
+510.7%
-468.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +4.9% | -10.4% | +15.3% | +6.3% |
| 30D | +23.9% | -11.0% | +34.9% | +25.4% |
| 3M | +15.8% | -14.7% | +30.5% | +17.6% |
| 6M | +31.7% | +14.9% | +16.7% | +28.4% |
| YTD | +25.7% | +116.3% | -90.6% | +10.3% |
| 1Y | +24.4% | +167.6% | -143.2% | +5.8% |
| 3Y | +65.9% | +776.8% | -710.9% | +16.2% |
| 5Y | -7.6% | +424.8% | -432.4% | -35.8% |
| All | +41.9% | +510.7% | -468.8% | -18.7% |
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 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