+45.7%
EXC vs RVMD
+591.3%
-545.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.3% | -0.7% | +1.1% | +0.4% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -2.7% | +38.9% | -41.5% | -3.7% |
| 6M | -9.4% | +108.1% | -117.5% | -11.8% |
| YTD | +3.0% | +160.7% | -157.7% | -1.0% |
| 1Y | +5.1% | +407.3% | -402.1% | -2.2% |
| 3Y | +20.6% | +546.6% | -526.0% | +8.6% |
| 5Y | +45.7% | +579.8% | -534.1% | +27.2% |
| All | +45.7% | +591.3% | -545.6% | +27.2% |
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