+617.4%
RVMD vs EAT
+425.5%
+191.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.5% |
| 7D | -1.2% | -4.9% | +3.7% | 0.0% |
| 30D | +1.1% | -1.2% | +2.3% | +1.0% |
| 3M | +39.6% | +52.2% | -12.6% | +25.0% |
| 6M | +110.7% | +65.0% | +45.7% | +82.5% |
| YTD | +160.3% | +55.0% | +105.3% | +128.4% |
| 1Y | +404.9% | +42.1% | +362.9% | +349.7% |
| 3Y | +545.5% | +614.7% | -69.3% | +260.0% |
| 5Y | +584.7% | +322.7% | +261.9% | +315.4% |
| All | +617.4% | +425.5% | +191.9% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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