+48.4%
FE vs RVMD
+798.5%
-750.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.7% | -0.6% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +5.2% | -4.3% | +9.5% | +5.2% |
| 3M | 0.0% | -2.8% | +2.8% | 0.0% |
| 6M | +5.0% | +27.3% | -22.2% | +4.5% |
| YTD | +7.9% | +141.4% | -133.5% | +4.9% |
| 1Y | +6.3% | +213.3% | -206.9% | +2.0% |
| All | +48.4% | +798.5% | -750.1% | +22.6% |
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