+442.1%
RVMD vs ESI
+36.5%
+405.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -10.4% | +5.5% | -15.9% | -12.7% |
| 30D | -11.0% | -7.8% | -3.2% | -7.9% |
| 3M | -14.7% | -15.0% | +0.3% | -9.1% |
| 6M | +14.9% | -24.9% | +39.8% | +27.4% |
| YTD | +116.3% | +33.2% | +83.1% | +72.8% |
| 1Y | +167.6% | +24.9% | +142.7% | +120.4% |
| 3Y | +776.8% | +77.8% | +699.0% | +448.7% |
| All | +442.1% | +36.5% | +405.6% | +288.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling