-15.8%
F vs RVMD
+469.5%
-485.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -9.0% | -1.8% |
| 7D | +1.6% | +0.5% | +1.0% | +1.3% |
| 30D | +2.6% | -4.3% | +6.9% | +2.9% |
| 3M | -8.8% | -2.8% | -6.0% | -8.9% |
| 6M | +4.6% | +27.3% | -22.7% | +0.4% |
| YTD | -1.9% | +141.4% | -143.3% | -15.9% |
| 1Y | -0.8% | +213.3% | -214.0% | -18.5% |
| 3Y | +43.5% | +792.7% | -749.2% | -2.8% |
| All | -15.8% | +469.5% | -485.4% | -46.7% |
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 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