+241.0%
RVMD vs ESTC
+1.6%
+239.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +5.8% | -15.9% | +21.7% | +6.6% |
| 30D | -3.8% | -5.5% | +1.7% | -3.6% |
| 3M | +3.2% | +26.2% | -23.0% | +0.9% |
| 6M | +35.0% | +77.0% | -42.0% | +25.9% |
| YTD | +150.7% | +18.9% | +131.8% | +134.2% |
| 1Y | +241.0% | +1.3% | +239.7% | +220.3% |
| All | +241.0% | +1.6% | +239.4% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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