+582.3%
RVMD vs EXPD
+61.6%
+520.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.0% | -1.1% | +2.2% | +1.4% |
| 30D | +6.4% | +4.1% | +2.4% | +4.8% |
| 3M | +34.9% | +17.9% | +17.0% | +26.6% |
| 6M | +107.6% | +29.2% | +78.3% | +87.3% |
| YTD | +163.7% | +27.4% | +136.3% | +136.7% |
| 1Y | +439.2% | +56.8% | +382.4% | +338.9% |
| 3Y | +499.2% | +68.0% | +431.2% | +362.6% |
| All | +582.3% | +61.6% | +520.8% | +367.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling