+603.6%
RVMD vs ESI
+202.2%
+401.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | 0.0% |
| 7D | -3.6% | -2.3% | -1.3% | -2.6% |
| 30D | -1.1% | -9.0% | +8.0% | +3.1% |
| 3M | +41.0% | -13.3% | +54.3% | +48.1% |
| 6M | +105.7% | +5.3% | +100.4% | +92.3% |
| YTD | +155.3% | +37.6% | +117.7% | +105.2% |
| 1Y | +402.7% | +33.6% | +369.1% | +306.4% |
| 3Y | +533.1% | +75.8% | +457.3% | +325.6% |
| 5Y | +583.5% | +68.6% | +514.9% | +363.3% |
| All | +603.6% | +202.2% | +401.4% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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