+776.8%
RVMD vs EL
+3.0%
+773.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.2% |
| 3M | -14.7% | +28.4% | -43.1% | -18.0% |
| 6M | +14.9% | +37.1% | -22.1% | +9.0% |
| YTD | +116.3% | +7.8% | +108.5% | +110.7% |
| 1Y | +167.6% | +26.0% | +141.6% | +153.8% |
| 3Y | +776.8% | +3.8% | +773.0% | +668.3% |
| All | +776.8% | +3.0% | +773.8% | +668.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling