+617.4%
RVMD vs EL
-48.0%
+665.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | +1.1% | +15.5% | -14.4% | -3.7% |
| 3M | +39.6% | +20.6% | +19.1% | +30.9% |
| 6M | +110.7% | +10.5% | +100.2% | +100.7% |
| YTD | +160.3% | -1.9% | +162.2% | +154.1% |
| 1Y | +404.9% | +16.1% | +388.8% | +362.5% |
| 3Y | +545.5% | -30.2% | +575.7% | +574.3% |
| 5Y | +584.7% | -67.4% | +652.1% | +925.4% |
| All | +617.4% | -48.0% | +665.4% | +636.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling