+131.6%
C vs RVMD
+570.7%
-439.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +1.3% | +1.1% | +0.2% | +1.1% |
| 3M | +3.1% | +39.6% | -36.5% | -0.8% |
| 6M | +29.6% | +110.7% | -81.1% | +17.9% |
| YTD | +19.0% | +160.3% | -141.3% | +4.5% |
| 1Y | +45.6% | +404.9% | -359.3% | +17.3% |
| 3Y | +269.3% | +545.5% | -276.2% | +181.2% |
| 5Y | +131.6% | +584.7% | -453.1% | +63.8% |
| All | +131.6% | +570.7% | -439.2% | +63.8% |
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