+583.5%
RVMD vs EL
-69.5%
+653.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -3.6% | -4.4% | +0.8% | -2.5% |
| 30D | -1.1% | +10.3% | -11.3% | -3.9% |
| 3M | +41.0% | +13.4% | +27.7% | +35.8% |
| 6M | +105.7% | +3.1% | +102.6% | +101.1% |
| YTD | +155.3% | -6.9% | +162.2% | +153.6% |
| 1Y | +402.7% | +11.9% | +390.8% | +371.4% |
| 3Y | +533.1% | -33.8% | +566.9% | +577.0% |
| 5Y | +583.5% | -69.0% | +652.5% | +934.4% |
| All | +583.5% | -69.5% | +653.0% | +934.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling