+592.6%
RVMD vs EXPD
+180.2%
+412.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.0% |
| 7D | +6.4% | -5.5% | +11.8% | +8.9% |
| 30D | +5.5% | -1.9% | +7.4% | +6.4% |
| 3M | -2.4% | +6.1% | -8.5% | -4.9% |
| 6M | +41.1% | +21.6% | +19.5% | +29.9% |
| YTD | +151.3% | +27.9% | +123.4% | +122.4% |
| 1Y | +228.1% | +39.4% | +188.7% | +178.9% |
| 3Y | +899.8% | +72.7% | +827.1% | +645.3% |
| 5Y | +514.0% | +60.3% | +453.6% | +361.5% |
| All | +592.6% | +180.2% | +412.4% | +265.3% |
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