+605.1%
RVMD vs ET
+197.3%
+407.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -0.7% | +2.9% | -3.6% | -1.7% |
| 3M | +36.5% | +16.8% | +19.8% | +29.0% |
| 6M | +104.6% | +18.9% | +85.7% | +91.2% |
| YTD | +155.8% | +37.7% | +118.1% | +126.3% |
| 1Y | +340.7% | +32.4% | +308.2% | +295.0% |
| 3Y | +519.9% | +99.5% | +420.4% | +379.1% |
| 5Y | +584.9% | +244.0% | +341.0% | +338.0% |
| All | +605.1% | +197.3% | +407.8% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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