+578.6%
RVMD vs ESTC
-45.2%
+623.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -0.2% |
| 30D | +1.1% | +17.7% | -16.7% | -5.0% |
| 3M | +39.6% | +42.3% | -2.7% | +23.5% |
| 6M | +110.7% | +64.6% | +46.1% | +76.7% |
| YTD | +160.3% | +17.2% | +143.1% | +137.7% |
| 1Y | +404.9% | -4.2% | +409.1% | +385.3% |
| 3Y | +545.5% | +13.5% | +531.9% | +419.1% |
| All | +578.6% | -45.2% | +623.9% | +506.0% |
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