+1,264.4%
BE vs RVMD
+576.1%
+688.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +9.0% | -3.0% | +12.0% | +10.3% |
| 30D | +16.3% | -0.7% | +17.0% | +16.4% |
| 3M | +10.8% | +36.5% | -25.8% | -1.1% |
| 6M | +73.2% | +104.6% | -31.4% | +28.6% |
| YTD | +217.4% | +155.8% | +61.5% | +112.2% |
| 1Y | +309.8% | +340.7% | -30.9% | +121.1% |
| 3Y | +1,726.2% | +519.9% | +1,206.2% | +678.4% |
| All | +1,264.4% | +576.1% | +688.3% | +361.8% |
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