+592.6%
RVMD vs ALLE
+52.5%
+540.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +2.8% |
| 7D | +6.4% | -0.6% | +7.0% | +6.8% |
| 30D | +5.5% | +26.6% | -21.1% | -5.8% |
| 3M | -2.4% | +13.2% | -15.6% | -8.5% |
| 6M | +41.1% | +42.9% | -1.7% | +17.5% |
| YTD | +151.3% | +21.0% | +130.3% | +123.0% |
| 1Y | +228.1% | +15.2% | +212.9% | +198.6% |
| 3Y | +899.8% | +95.6% | +804.2% | +566.7% |
| 5Y | +514.0% | +53.4% | +460.5% | +356.1% |
| All | +592.6% | +52.5% | +540.1% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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