+211.7%
COST vs RVMD
+622.3%
-410.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | -3.0% | +1.8% | -1.0% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | -7.1% | +36.5% | -43.7% | -8.8% |
| 6M | -8.5% | +104.6% | -113.1% | -12.9% |
| YTD | +5.4% | +155.8% | -150.4% | -1.5% |
| 1Y | -5.6% | +340.7% | -346.3% | -15.2% |
| 3Y | +68.5% | +519.9% | -451.4% | +45.1% |
| 5Y | +105.2% | +584.9% | -479.7% | +68.4% |
| All | +211.7% | +622.3% | -410.6% | +150.1% |
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