+314.7%
EWT vs RVMD
+636.2%
-321.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.1% | -0.7% | +2.9% | +2.2% |
| 30D | +9.4% | +0.3% | +9.0% | +9.3% |
| 3M | +10.9% | +38.9% | -28.0% | +7.1% |
| 6M | +57.9% | +108.1% | -50.2% | +45.5% |
| YTD | +75.9% | +160.7% | -84.8% | +57.4% |
| 1Y | +89.7% | +407.3% | -317.6% | +57.9% |
| 3Y | +200.9% | +546.6% | -345.7% | +137.9% |
| 5Y | +154.5% | +579.8% | -425.3% | +91.2% |
| All | +314.7% | +636.2% | -321.5% | +183.2% |
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