+55.2%
EWT vs RVMD
+244.4%
-189.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -10.9% | +5.8% | -16.7% | -11.4% |
| 30D | -17.7% | -3.8% | -13.9% | -17.5% |
| 3M | -5.0% | +3.2% | -8.2% | -5.4% |
| 6M | +7.4% | +35.0% | -27.6% | +4.7% |
| YTD | +52.8% | +150.7% | -97.9% | +45.2% |
| 1Y | +55.2% | +241.0% | -185.8% | +36.9% |
| All | +55.2% | +244.4% | -189.2% | +36.9% |
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