+76.3%
FDX vs RVMD
+466.1%
-389.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.6% |
| 7D | -2.1% | -9.5% | +7.5% | -1.2% |
| 30D | +10.4% | -6.8% | +17.2% | +11.0% |
| 3M | +0.5% | -12.1% | +12.5% | +1.4% |
| 6M | +6.5% | +25.4% | -18.9% | +3.7% |
| YTD | +40.2% | +126.9% | -86.6% | +26.3% |
| 1Y | +52.1% | +182.0% | -129.9% | +33.5% |
| 3Y | +72.8% | +816.8% | -744.0% | +31.6% |
| 5Y | +76.3% | +464.0% | -387.7% | +26.8% |
| All | +76.3% | +466.1% | -389.8% | +26.8% |
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