+122.3%
F vs RVMD
+636.2%
-513.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -4.9% | -0.7% | -4.1% | -4.8% |
| 30D | -2.9% | +0.3% | -3.2% | -3.0% |
| 3M | -9.1% | +38.9% | -47.9% | -14.0% |
| 6M | +12.9% | +108.1% | -95.2% | -1.5% |
| YTD | +6.1% | +160.7% | -154.7% | -12.0% |
| 1Y | +22.5% | +407.3% | -384.8% | -10.1% |
| 3Y | +32.1% | +546.6% | -514.5% | -11.8% |
| 5Y | +43.7% | +579.8% | -536.1% | -12.1% |
| All | +122.3% | +636.2% | -513.9% | +15.9% |
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