+158.6%
FERG vs RVMD
+622.3%
-463.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -3.0% | +0.4% | -2.4% |
| 30D | -8.9% | -0.7% | -8.2% | -8.9% |
| 3M | -2.0% | +36.5% | -38.6% | -4.1% |
| 6M | -3.2% | +104.6% | -107.8% | -8.2% |
| YTD | +1.5% | +155.8% | -154.3% | -5.4% |
| 1Y | +0.5% | +340.7% | -340.2% | -9.8% |
| 3Y | +50.4% | +519.9% | -469.5% | +30.4% |
| 5Y | +68.7% | +584.9% | -516.3% | +40.7% |
| All | +158.6% | +622.3% | -463.8% | +121.6% |
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 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