+18.7%
FE vs RVMD
+525.1%
-506.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +3.9% | -6.4% | +10.3% | +4.1% |
| 3M | -0.1% | -14.1% | +14.0% | +0.6% |
| 6M | +6.1% | +21.0% | -14.9% | +4.5% |
| YTD | +8.1% | +121.4% | -113.4% | +1.5% |
| 1Y | +4.4% | +167.9% | -163.5% | -3.2% |
| 3Y | +49.0% | +794.7% | -745.7% | +24.9% |
| 5Y | +46.1% | +437.2% | -391.0% | +22.7% |
| All | +18.7% | +525.1% | -506.5% | -10.3% |
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