+496.2%
RVMD vs ED
+66.1%
+430.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -10.4% | +2.1% | -12.5% | -10.6% |
| 30D | -11.0% | +10.4% | -21.4% | -12.3% |
| 3M | -14.7% | +12.5% | -27.3% | -16.2% |
| 6M | +14.9% | +14.9% | 0.0% | +12.3% |
| YTD | +116.3% | +24.8% | +91.5% | +107.6% |
| 1Y | +167.6% | +23.8% | +143.8% | +157.1% |
| 3Y | +776.8% | +51.6% | +725.1% | +696.5% |
| 5Y | +424.8% | +86.4% | +338.4% | +360.2% |
| All | +496.2% | +66.1% | +430.1% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling