+167.6%
FDX vs RVMD
+636.2%
-468.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -4.9% | +0.3% | -5.2% | -5.0% |
| 3M | -6.5% | +38.9% | -45.3% | -10.5% |
| 6M | +6.7% | +108.1% | -101.5% | -4.4% |
| YTD | +33.9% | +160.7% | -126.9% | +15.1% |
| 1Y | +72.2% | +407.3% | -335.1% | +33.9% |
| 3Y | +60.2% | +546.6% | -486.3% | +16.1% |
| 5Y | +62.9% | +579.8% | -516.9% | +9.9% |
| All | +167.6% | +636.2% | -468.6% | +50.0% |
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