+605.1%
RVMD vs EL
-50.3%
+655.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.0% | -6.5% | +3.5% | -1.1% |
| 30D | -0.7% | +11.1% | -11.9% | -4.4% |
| 3M | +36.5% | +10.7% | +25.8% | +31.3% |
| 6M | +104.6% | +6.9% | +97.7% | +96.8% |
| YTD | +155.8% | -6.3% | +162.1% | +153.1% |
| 1Y | +340.7% | +13.5% | +327.2% | +306.1% |
| 3Y | +519.9% | -33.1% | +553.0% | +554.9% |
| 5Y | +584.9% | -68.8% | +653.7% | +937.8% |
| All | +605.1% | -50.3% | +655.4% | +633.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling