+407.3%
RVMD vs ES
+17.2%
+390.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | -0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +0.3% | -1.0% | +1.4% | +0.2% |
| 3M | +38.9% | +1.5% | +37.4% | +39.6% |
| 6M | +108.1% | -3.5% | +111.6% | +109.8% |
| YTD | +160.7% | +7.0% | +153.8% | +164.5% |
| 1Y | +407.3% | +15.3% | +392.0% | +372.2% |
| All | +407.3% | +17.2% | +390.1% | +372.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling