+496.2%
RVMD vs EXEL
+245.0%
+251.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -10.4% | -0.8% | -9.6% | -10.0% |
| 30D | -11.0% | +13.1% | -24.1% | -15.7% |
| 3M | -14.7% | +36.3% | -51.0% | -26.0% |
| 6M | +14.9% | +34.5% | -19.6% | -0.3% |
| YTD | +116.3% | +57.4% | +58.9% | +74.4% |
| 1Y | +167.6% | +62.9% | +104.7% | +112.1% |
| 3Y | +776.8% | +229.5% | +547.3% | +342.9% |
| 5Y | +424.8% | +281.2% | +143.6% | +156.0% |
| All | +496.2% | +245.0% | +251.2% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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