+64.4%
EXC vs RVMD
+525.1%
-460.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | +7.8% | -6.4% | +14.2% | +8.0% |
| 3M | +1.9% | -14.1% | +16.0% | +2.6% |
| 6M | +3.4% | +21.0% | -17.6% | +1.4% |
| YTD | +7.6% | +121.4% | -113.8% | -0.6% |
| 1Y | +2.1% | +167.9% | -165.8% | -7.3% |
| 3Y | +29.6% | +794.7% | -765.1% | +2.7% |
| 5Y | +39.5% | +437.2% | -397.7% | +11.1% |
| All | +64.4% | +525.1% | -460.8% | +10.6% |
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