+603.6%
RVMD vs EXEL
+187.2%
+416.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.4% |
| 7D | -3.6% | -2.9% | -0.7% | -2.3% |
| 30D | -1.1% | +11.9% | -13.0% | -6.2% |
| 3M | +41.0% | +9.2% | +31.8% | +34.6% |
| 6M | +105.7% | +39.1% | +66.6% | +75.0% |
| YTD | +155.3% | +31.0% | +124.3% | +123.6% |
| 1Y | +402.7% | +52.3% | +350.4% | +307.7% |
| 3Y | +533.1% | +159.7% | +373.3% | +264.9% |
| 5Y | +583.5% | +187.7% | +395.8% | +273.0% |
| All | +603.6% | +187.2% | +416.5% | +235.7% |
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