+464.0%
RVMD vs ESTC
-51.0%
+515.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -9.5% | -2.6% | -6.9% | -8.7% |
| 30D | -6.8% | -8.6% | +1.8% | -4.7% |
| 3M | -12.1% | +14.4% | -26.4% | -16.9% |
| 6M | +25.4% | +73.3% | -47.9% | +3.7% |
| YTD | +126.9% | +15.7% | +111.1% | +107.2% |
| 1Y | +182.0% | -7.6% | +189.6% | +173.9% |
| 3Y | +816.8% | +14.6% | +802.2% | +632.8% |
| 5Y | +464.0% | -50.0% | +514.0% | +385.0% |
| All | +464.0% | -51.0% | +515.0% | +385.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling