+618.6%
RVMD vs ESTC
+21.2%
+597.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -0.7% | -3.3% | +2.6% | +0.1% |
| 30D | +0.3% | +13.4% | -13.1% | -4.8% |
| 3M | +38.9% | +41.3% | -2.5% | +22.7% |
| 6M | +108.1% | +62.6% | +45.5% | +74.7% |
| YTD | +160.7% | +14.8% | +146.0% | +139.0% |
| 1Y | +407.3% | -5.1% | +412.3% | +387.4% |
| 3Y | +546.6% | +11.2% | +535.4% | +428.2% |
| 5Y | +579.8% | -47.0% | +626.8% | +539.3% |
| All | +618.6% | +21.2% | +597.4% | +343.9% |
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