+311.5%
EWT vs RVMD
+622.3%
-310.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -3.0% | +1.8% | -0.8% |
| 30D | +4.5% | -0.7% | +5.2% | +4.5% |
| 3M | +8.3% | +36.5% | -28.3% | +4.8% |
| 6M | +54.2% | +104.6% | -50.4% | +42.4% |
| YTD | +74.6% | +155.8% | -81.3% | +56.5% |
| 1Y | +84.9% | +340.7% | -255.8% | +56.4% |
| 3Y | +197.5% | +519.9% | -322.4% | +136.3% |
| 5Y | +150.6% | +584.9% | -434.4% | +88.0% |
| All | +311.5% | +622.3% | -310.8% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling