+402.7%
RVMD vs ESI
+34.0%
+368.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.2% |
| 7D | -3.6% | -2.3% | -1.3% | -3.1% |
| 30D | -1.1% | -9.0% | +8.0% | +0.7% |
| 3M | +41.0% | -13.3% | +54.3% | +43.8% |
| 6M | +105.7% | +5.3% | +100.4% | +99.6% |
| YTD | +155.3% | +37.6% | +117.7% | +132.1% |
| 1Y | +402.7% | +33.6% | +369.1% | +358.6% |
| All | +402.7% | +34.0% | +368.7% | +358.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling