+57.2%
EXC vs RVMD
+644.5%
-587.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | +1.0% | -0.7% | +0.2% |
| 30D | -3.7% | +6.4% | -10.2% | -4.2% |
| 3M | -1.3% | +34.9% | -36.2% | -3.5% |
| 6M | -9.7% | +107.6% | -117.3% | -15.2% |
| YTD | +2.9% | +163.7% | -160.8% | -5.8% |
| 1Y | +4.4% | +439.2% | -434.8% | -10.6% |
| 3Y | +22.2% | +499.2% | -477.0% | +0.4% |
| 5Y | +46.7% | +621.7% | -575.0% | +13.1% |
| All | +57.2% | +644.5% | -587.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling