+105.5%
B vs RVMD
+425.4%
-319.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -7.3% | -10.4% | +3.1% | -6.5% |
| 30D | -3.3% | -11.0% | +7.6% | -2.5% |
| 3M | -7.8% | -14.7% | +6.9% | -6.8% |
| 6M | -15.5% | +14.9% | -30.5% | -16.6% |
| YTD | -12.3% | +116.3% | -128.6% | -18.5% |
| 1Y | +5.4% | +167.6% | -162.2% | -4.0% |
| 3Y | +165.5% | +776.8% | -611.3% | +116.3% |
| All | +105.5% | +425.4% | -319.9% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling