+603.6%
RVMD vs ET
+199.7%
+403.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.6% | +1.4% | -4.9% | -4.0% |
| 30D | -1.1% | +4.6% | -5.6% | -2.7% |
| 3M | +41.0% | +16.0% | +25.0% | +33.5% |
| 6M | +105.7% | +22.8% | +82.9% | +89.9% |
| YTD | +155.3% | +38.9% | +116.5% | +125.2% |
| 1Y | +402.7% | +34.1% | +368.6% | +348.6% |
| 3Y | +533.1% | +98.8% | +434.3% | +389.7% |
| 5Y | +583.5% | +246.8% | +336.7% | +335.8% |
| All | +603.6% | +199.7% | +403.9% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling