+40.7%
CI vs RVMD
+622.3%
-581.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.1% | -3.0% | +2.9% | +0.1% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | -4.2% | +36.5% | -40.8% | -6.2% |
| 6M | +8.8% | +104.6% | -95.8% | +3.1% |
| YTD | +3.7% | +155.8% | -152.1% | -3.8% |
| 1Y | -6.1% | +340.7% | -346.8% | -16.6% |
| 3Y | +4.5% | +519.9% | -515.5% | -11.9% |
| 5Y | +50.5% | +584.9% | -534.4% | +21.6% |
| All | +40.7% | +622.3% | -581.7% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling