+167.6%
RVMD vs EL
+23.3%
+144.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -10.4% | +1.5% | -11.9% | -10.6% |
| 30D | -11.0% | +10.0% | -21.0% | -11.8% |
| 3M | -14.7% | +28.4% | -43.1% | -17.0% |
| 6M | +14.9% | +37.1% | -22.1% | +10.6% |
| YTD | +116.3% | +7.8% | +108.5% | +117.3% |
| 1Y | +167.6% | +26.0% | +141.6% | +171.5% |
| All | +167.6% | +23.3% | +144.3% | +171.5% |
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