+6.5%
D vs RVMD
+570.7%
-564.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | +0.8% | -1.2% | +2.0% | +0.8% |
| 30D | -0.7% | +1.1% | -1.8% | -0.8% |
| 3M | +2.1% | +39.6% | -37.5% | +0.8% |
| 6M | +6.8% | +110.7% | -103.9% | +3.3% |
| YTD | +16.5% | +160.3% | -143.8% | +11.1% |
| 1Y | +19.2% | +404.9% | -385.8% | +9.0% |
| 3Y | +61.9% | +545.5% | -483.6% | +43.4% |
| 5Y | +6.5% | +584.7% | -578.1% | -8.7% |
| All | +6.5% | +570.7% | -564.2% | -8.7% |
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