+136.3%
ALL vs RVMD
+620.8%
-484.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -4.3% | -3.6% | -0.7% | -4.0% |
| 30D | -3.6% | -1.1% | -2.5% | -3.5% |
| 3M | +13.2% | +41.0% | -27.8% | +10.1% |
| 6M | +22.5% | +105.7% | -83.2% | +14.8% |
| YTD | +22.7% | +155.3% | -132.6% | +12.3% |
| 1Y | +28.3% | +402.7% | -374.4% | +10.5% |
| 3Y | +152.0% | +533.1% | -381.1% | +107.2% |
| 5Y | +115.4% | +583.5% | -468.1% | +69.9% |
| All | +136.3% | +620.8% | -484.5% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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