+626.7%
RVMD vs EXPD
+179.0%
+447.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.0% | -1.1% | +2.2% | +1.5% |
| 30D | +6.4% | +4.1% | +2.4% | +4.6% |
| 3M | +34.9% | +17.9% | +17.0% | +25.7% |
| 6M | +107.6% | +29.2% | +78.3% | +85.2% |
| YTD | +163.7% | +27.4% | +136.3% | +133.9% |
| 1Y | +439.2% | +56.8% | +382.4% | +331.2% |
| 3Y | +499.2% | +68.0% | +431.2% | +354.6% |
| 5Y | +621.7% | +61.9% | +559.9% | +437.4% |
| All | +626.7% | +179.0% | +447.7% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling