+588.9%
RVMD vs EME
+575.5%
+13.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.2% |
| 7D | -3.0% | +3.5% | -6.5% | -4.1% |
| 30D | -0.7% | -6.3% | +5.6% | +1.3% |
| 3M | +36.5% | -3.8% | +40.3% | +37.1% |
| 6M | +104.6% | +8.5% | +96.1% | +96.6% |
| YTD | +155.8% | +27.8% | +128.0% | +130.6% |
| 1Y | +340.7% | +22.2% | +318.5% | +295.9% |
| 3Y | +519.9% | +253.5% | +266.5% | +233.2% |
| All | +588.9% | +575.5% | +13.4% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling