+579.8%
RVMD vs ED
+66.4%
+513.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | +0.3% | +1.9% | -1.6% | +0.1% |
| 3M | +38.9% | +1.9% | +37.0% | +38.5% |
| 6M | +108.1% | -2.3% | +110.4% | +108.3% |
| YTD | +160.7% | +10.9% | +149.8% | +154.7% |
| 1Y | +407.3% | +14.5% | +392.8% | +392.2% |
| 3Y | +546.6% | +33.4% | +513.2% | +487.0% |
| 5Y | +579.8% | +67.3% | +512.5% | +554.9% |
| All | +579.8% | +66.4% | +513.4% | +554.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling