+626.7%
RVMD vs ESI
+218.5%
+408.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.8% |
| 7D | +1.0% | +3.3% | -2.3% | -0.6% |
| 30D | +6.4% | -5.9% | +12.3% | +9.2% |
| 3M | +34.9% | -14.1% | +49.0% | +42.5% |
| 6M | +107.6% | +6.6% | +101.0% | +92.9% |
| YTD | +163.7% | +45.0% | +118.7% | +106.8% |
| 1Y | +439.2% | +41.5% | +397.7% | +324.5% |
| 3Y | +499.2% | +78.8% | +420.4% | +301.1% |
| 5Y | +621.7% | +70.9% | +550.8% | +386.3% |
| All | +626.7% | +218.5% | +408.2% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling