+545.5%
RVMD vs ES
+33.1%
+512.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | +1.1% | -1.2% | +2.2% | +1.4% |
| 3M | +39.6% | +5.0% | +34.6% | +37.4% |
| 6M | +110.7% | -2.8% | +113.5% | +112.3% |
| YTD | +160.3% | +8.6% | +151.7% | +149.6% |
| 1Y | +404.9% | +18.9% | +386.0% | +356.5% |
| 3Y | +545.5% | +32.1% | +513.3% | +359.1% |
| All | +545.5% | +33.1% | +512.3% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling