+180.3%
FDX vs RVMD
+540.6%
-360.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +1.8% |
| 7D | -2.1% | -9.5% | +7.5% | -1.0% |
| 30D | +10.4% | -6.8% | +17.2% | +11.1% |
| 3M | +0.5% | -12.1% | +12.5% | +1.7% |
| 6M | +6.5% | +25.4% | -18.9% | +2.8% |
| YTD | +40.2% | +126.9% | -86.6% | +22.3% |
| 1Y | +52.1% | +182.0% | -129.9% | +28.5% |
| 3Y | +72.8% | +816.8% | -744.0% | +20.9% |
| 5Y | +76.3% | +464.0% | -387.7% | +22.1% |
| All | +180.3% | +540.6% | -360.2% | +59.4% |
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