+56.3%
EXC vs RVMD
+620.8%
-564.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.6% | -3.6% | +1.9% | -1.4% |
| 30D | -2.4% | -1.1% | -1.3% | -2.3% |
| 3M | -4.0% | +41.0% | -45.0% | -6.4% |
| 6M | -9.8% | +105.7% | -115.5% | -15.2% |
| YTD | +2.3% | +155.3% | -153.0% | -6.2% |
| 1Y | +3.8% | +402.7% | -398.9% | -10.5% |
| 3Y | +19.7% | +533.1% | -513.4% | -2.3% |
| 5Y | +45.6% | +583.5% | -537.9% | +13.0% |
| All | +56.3% | +620.8% | -564.6% | +4.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling