+618.6%
RVMD vs EME
+787.4%
-168.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | -0.7% | +2.7% | -3.5% | -1.9% |
| 30D | +0.3% | -6.8% | +7.1% | +3.0% |
| 3M | +38.9% | -8.8% | +47.7% | +42.5% |
| 6M | +108.1% | +5.0% | +103.1% | +100.8% |
| YTD | +160.7% | +23.5% | +137.2% | +133.1% |
| 1Y | +407.3% | +21.3% | +386.0% | +347.8% |
| 3Y | +546.6% | +241.1% | +305.5% | +228.9% |
| 5Y | +579.8% | +549.2% | +30.6% | +141.9% |
| All | +618.6% | +787.4% | -168.8% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling