+579.8%
RVMD vs ESI
+74.4%
+505.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.7% | +3.9% | -4.7% | -2.5% |
| 30D | +0.3% | -3.8% | +4.1% | +1.9% |
| 3M | +38.9% | -13.1% | +52.0% | +45.6% |
| 6M | +108.1% | +11.3% | +96.8% | +88.9% |
| YTD | +160.7% | +44.1% | +116.6% | +103.4% |
| 1Y | +407.3% | +40.3% | +366.9% | +297.4% |
| 3Y | +546.6% | +84.1% | +462.5% | +309.8% |
| 5Y | +579.8% | +75.8% | +504.0% | +351.3% |
| All | +579.8% | +74.4% | +505.4% | +351.3% |
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