+519.9%
RVMD vs EME
+252.2%
+267.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.9% |
| 7D | -3.0% | +3.5% | -6.5% | -3.9% |
| 30D | -0.7% | -6.3% | +5.6% | +0.9% |
| 3M | +36.5% | -3.8% | +40.3% | +36.8% |
| 6M | +104.6% | +8.5% | +96.1% | +98.5% |
| YTD | +155.8% | +27.8% | +128.0% | +136.9% |
| 1Y | +340.7% | +22.2% | +318.5% | +306.0% |
| 3Y | +519.9% | +253.5% | +266.5% | +333.1% |
| All | +519.9% | +252.2% | +267.7% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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