+531.8%
RVMD vs EL
-32.9%
+564.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.6% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | +0.3% | +13.7% | -13.3% | -1.7% |
| 3M | +38.9% | +14.5% | +24.4% | +35.8% |
| 6M | +108.1% | +7.4% | +100.7% | +103.9% |
| YTD | +160.7% | -4.7% | +165.4% | +158.6% |
| 1Y | +407.3% | +12.9% | +394.3% | +388.7% |
| All | +531.8% | -32.9% | +564.7% | +508.9% |
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 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