+2,757.5%
BE vs RVMD
+622.3%
+2,135.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +9.0% | -3.0% | +12.0% | +10.5% |
| 30D | +16.3% | -0.7% | +17.0% | +16.4% |
| 3M | +10.8% | +36.5% | -25.8% | -3.0% |
| 6M | +73.2% | +104.6% | -31.4% | +21.9% |
| YTD | +217.4% | +155.8% | +61.5% | +97.3% |
| 1Y | +309.8% | +340.7% | -30.9% | +98.4% |
| 3Y | +1,726.2% | +519.9% | +1,206.2% | +565.0% |
| 5Y | +1,306.2% | +584.9% | +721.2% | +319.2% |
| All | +2,757.5% | +622.3% | +2,135.2% | +495.6% |
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