+496.2%
RVMD vs EL
-42.8%
+539.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -10.4% | +1.5% | -11.9% | -10.8% |
| 30D | -11.0% | +10.0% | -21.0% | -13.4% |
| 3M | -14.7% | +28.4% | -43.1% | -21.3% |
| 6M | +14.9% | +37.1% | -22.1% | +3.0% |
| YTD | +116.3% | +7.8% | +108.5% | +105.2% |
| 1Y | +167.6% | +26.0% | +141.6% | +140.3% |
| 3Y | +776.8% | +3.8% | +773.0% | +681.2% |
| 5Y | +424.8% | -65.2% | +490.0% | +677.0% |
| All | +496.2% | -42.8% | +539.0% | +494.9% |
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