+568.0%
RVMD vs ES
-1.9%
+570.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +1.7% | +5.9% | -4.2% | -0.2% |
| 3M | -6.7% | -1.0% | -5.7% | -6.8% |
| 6M | +36.1% | +7.2% | +29.0% | +32.6% |
| YTD | +142.4% | +7.0% | +135.4% | +134.3% |
| 1Y | +207.8% | +0.5% | +207.3% | +202.5% |
| 3Y | +879.5% | +48.7% | +830.9% | +726.9% |
| 5Y | +509.0% | +1.9% | +507.1% | +470.6% |
| All | +568.0% | -1.9% | +570.0% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling