-2.3%
FERG vs RVMD
+430.6%
-432.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -10.2% | +6.4% | -16.6% | -10.4% |
| 3M | -0.6% | +34.9% | -35.5% | -2.1% |
| 6M | -6.5% | +107.6% | -114.1% | -10.1% |
| YTD | +4.2% | +163.7% | -159.5% | -0.2% |
| 1Y | -2.3% | +439.2% | -441.5% | -8.0% |
| All | -2.3% | +430.6% | -432.9% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling