+402.7%
RVMD vs ED
+13.6%
+389.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.3% |
| 7D | -3.6% | -1.9% | -1.7% | -4.1% |
| 30D | -1.1% | +0.1% | -1.2% | -1.0% |
| 3M | +41.0% | 0.0% | +41.0% | +41.5% |
| 6M | +105.7% | -2.5% | +108.2% | +104.3% |
| YTD | +155.3% | +10.1% | +145.2% | +151.1% |
| 1Y | +402.7% | +13.6% | +389.1% | +375.2% |
| All | +402.7% | +13.6% | +389.1% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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