+141.7%
F vs RVMD
+644.5%
-502.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | +1.0% | +4.3% | +5.2% |
| 30D | +4.6% | +6.4% | -1.9% | +3.4% |
| 3M | -3.7% | +34.9% | -38.6% | -8.5% |
| 6M | +16.8% | +107.6% | -90.7% | +1.9% |
| YTD | +15.3% | +163.7% | -148.4% | -4.5% |
| 1Y | +31.0% | +439.2% | -408.2% | -4.9% |
| 3Y | +45.4% | +499.2% | -453.8% | -1.4% |
| 5Y | +54.7% | +621.7% | -567.1% | -6.5% |
| All | +141.7% | +644.5% | -502.8% | +25.7% |
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