+496.2%
RVMD vs ESTC
+23.4%
+472.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -10.4% | +2.4% | -12.8% | -11.0% |
| 30D | -11.0% | -4.2% | -6.7% | -10.0% |
| 3M | -14.7% | +2.5% | -17.2% | -16.7% |
| 6M | +14.9% | +81.5% | -66.6% | -6.5% |
| YTD | +116.3% | +16.8% | +99.5% | +96.6% |
| 1Y | +167.6% | -3.5% | +171.1% | +155.9% |
| 3Y | +776.8% | +17.7% | +759.1% | +602.4% |
| 5Y | +424.8% | -51.7% | +476.5% | +408.4% |
| All | +496.2% | +23.4% | +472.7% | +265.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling