+20.6%
EXC vs RVMD
+549.6%
-529.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -0.7% | +1.1% | +0.3% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -2.7% | +38.9% | -41.5% | -3.1% |
| 6M | -9.4% | +108.1% | -117.5% | -10.4% |
| YTD | +3.0% | +160.7% | -157.7% | +1.0% |
| 1Y | +5.1% | +407.3% | -402.1% | +0.4% |
| All | +20.6% | +549.6% | -529.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling