+241.0%
RVMD vs EL
+25.6%
+215.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +2.1% |
| 7D | +5.8% | +2.5% | +3.3% | +5.5% |
| 30D | -3.8% | +20.1% | -23.9% | -5.7% |
| 3M | +3.2% | +29.3% | -26.0% | +0.3% |
| 6M | +35.0% | +38.8% | -3.7% | +29.5% |
| YTD | +150.7% | +8.1% | +142.6% | +149.8% |
| 1Y | +241.0% | +22.3% | +218.6% | +241.7% |
| All | +241.0% | +25.6% | +215.3% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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