+525.3%
RVMD vs EXPD
+187.6%
+337.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -7.5% |
| 7D | -9.5% | -1.6% | -7.9% | -8.9% |
| 30D | -6.8% | +0.6% | -7.4% | -7.1% |
| 3M | -12.1% | +9.8% | -21.9% | -15.5% |
| 6M | +25.4% | +25.8% | -0.4% | +13.7% |
| YTD | +126.9% | +31.3% | +95.6% | +98.5% |
| 1Y | +182.0% | +40.9% | +141.1% | +138.6% |
| 3Y | +816.8% | +74.7% | +742.1% | +580.7% |
| 5Y | +464.0% | +62.9% | +401.1% | +321.3% |
| All | +525.3% | +187.6% | +337.7% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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