+0.5%
FERG vs RVMD
+375.0%
-374.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.5% |
| 6M | -3.2% | +104.6% | -107.8% | -6.7% |
| YTD | +1.5% | +155.8% | -154.3% | -2.0% |
| 1Y | +0.5% | +340.7% | -340.2% | -1.7% |
| All | +0.5% | +375.0% | -374.5% | -1.7% |
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