-33.7%
BE vs RVMD
+17.3%
-51.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.4% |
| 7D | +10.8% | -10.4% | +21.2% | +18.6% |
| 30D | -19.8% | -11.0% | -8.8% | -13.0% |
| 3M | -18.7% | -14.7% | -4.0% | -10.6% |
| 6M | -33.7% | +14.9% | -48.6% | -40.5% |
| All | -33.7% | +17.3% | -51.0% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling