+626.7%
RVMD vs ESTC
+28.5%
+598.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.8% |
| 7D | +1.0% | -8.1% | +9.1% | +3.2% |
| 30D | +6.4% | +31.7% | -25.2% | -3.2% |
| 3M | +34.9% | +41.1% | -6.2% | +19.5% |
| 6M | +107.6% | +77.1% | +30.5% | +70.0% |
| YTD | +163.7% | +21.7% | +142.0% | +137.9% |
| 1Y | +439.2% | +8.4% | +430.8% | +398.0% |
| 3Y | +499.2% | +23.6% | +475.6% | +372.7% |
| 5Y | +621.7% | -46.5% | +668.2% | +577.9% |
| All | +626.7% | +28.5% | +598.2% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling