+37.5%
F vs RVMD
+545.7%
-508.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -4.1% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +1.2% | +1.1% | +0.2% | +1.1% |
| 3M | -5.7% | +39.6% | -45.3% | -9.1% |
| 6M | +17.9% | +110.7% | -92.7% | +8.0% |
| YTD | +10.4% | +160.3% | -149.9% | -2.1% |
| 1Y | +25.3% | +404.9% | -379.6% | +1.5% |
| 3Y | +37.5% | +545.5% | -508.0% | +7.1% |
| All | +37.5% | +545.7% | -508.2% | +7.1% |
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