+2,520.4%
BE vs RVMD
+644.5%
+1,875.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.5% |
| 7D | +20.0% | +1.0% | +18.9% | +19.5% |
| 30D | +7.9% | +6.4% | +1.5% | +4.7% |
| 3M | -13.2% | +34.9% | -48.1% | -23.4% |
| 6M | +53.5% | +107.6% | -54.1% | +7.5% |
| YTD | +191.0% | +163.7% | +27.3% | +78.6% |
| 1Y | +360.5% | +439.2% | -78.7% | +102.9% |
| 3Y | +1,568.0% | +499.2% | +1,068.8% | +519.2% |
| 5Y | +1,055.2% | +621.7% | +433.5% | +235.2% |
| All | +2,520.4% | +644.5% | +1,875.9% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling