+48.7%
FE vs RVMD
+554.1%
-505.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.9% |
| 30D | -1.2% | +6.4% | -7.6% | -1.4% |
| 3M | +3.5% | +34.9% | -31.4% | +2.5% |
| 6M | -6.1% | +107.6% | -113.6% | -8.6% |
| YTD | +7.6% | +163.7% | -156.1% | +3.1% |
| 1Y | +11.9% | +439.2% | -427.3% | +2.7% |
| All | +48.7% | +554.1% | -505.3% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling