+167.6%
RVMD vs ES
+2.1%
+165.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.0% |
| 7D | -10.4% | +2.7% | -13.1% | -9.5% |
| 30D | -11.0% | +7.6% | -18.6% | -8.8% |
| 3M | -14.7% | +0.5% | -15.2% | -14.2% |
| 6M | +14.9% | +7.6% | +7.3% | +19.0% |
| YTD | +116.3% | +10.2% | +106.1% | +126.5% |
| 1Y | +167.6% | +1.8% | +165.8% | +182.6% |
| All | +167.6% | +2.1% | +165.5% | +182.6% |
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