+618.6%
RVMD vs EFV
+117.8%
+500.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.3% |
| 30D | +0.3% | 0.0% | +0.3% | +0.2% |
| 3M | +38.9% | +8.4% | +30.4% | +29.0% |
| 6M | +108.1% | +12.3% | +95.8% | +87.3% |
| YTD | +160.7% | +17.4% | +143.3% | +124.4% |
| 1Y | +407.3% | +27.1% | +380.2% | +306.2% |
| 3Y | +546.6% | +90.7% | +455.9% | +255.3% |
| 5Y | +579.8% | +95.6% | +484.2% | +265.1% |
| All | +618.6% | +117.8% | +500.8% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling