+172.7%
B vs RVMD
+620.8%
-448.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.4% |
| 7D | -5.0% | -3.6% | -1.5% | -4.8% |
| 30D | +8.7% | -1.1% | +9.8% | +8.8% |
| 3M | +17.3% | +41.0% | -23.7% | +14.4% |
| 6M | -5.0% | +105.7% | -110.7% | -10.4% |
| YTD | +1.4% | +155.3% | -153.9% | -6.3% |
| 1Y | +50.5% | +402.7% | -352.2% | +31.7% |
| 3Y | +194.4% | +533.1% | -338.7% | +147.8% |
| 5Y | +156.7% | +583.5% | -426.9% | +109.6% |
| All | +172.7% | +620.8% | -448.2% | +112.6% |
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