+1,683.3%
BE vs RVMD
+549.6%
+1,133.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | +23.9% | -0.7% | +24.7% | +24.2% |
| 30D | +27.8% | +0.3% | +27.5% | +27.5% |
| 3M | +3.7% | +38.9% | -35.1% | -5.6% |
| 6M | +78.0% | +108.1% | -30.2% | +40.6% |
| YTD | +209.9% | +160.7% | +49.2% | +126.3% |
| 1Y | +389.6% | +407.3% | -17.7% | +193.1% |
| All | +1,683.3% | +549.6% | +1,133.7% | +835.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling