+605.1%
RVMD vs EFV
+119.6%
+485.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.3% |
| 30D | -0.7% | +0.6% | -1.4% | -1.4% |
| 3M | +36.5% | +7.5% | +29.0% | +27.7% |
| 6M | +104.6% | +13.0% | +91.6% | +83.1% |
| YTD | +155.8% | +18.3% | +137.5% | +118.6% |
| 1Y | +340.7% | +26.7% | +313.9% | +253.5% |
| 3Y | +519.9% | +89.6% | +430.4% | +242.4% |
| 5Y | +584.9% | +98.2% | +486.7% | +263.5% |
| All | +605.1% | +119.6% | +485.5% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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