-58.5%
FIG vs RVMD
+375.0%
-433.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -3.8% | -3.0% | -0.8% | -3.4% |
| 30D | -2.3% | -0.7% | -1.6% | -2.1% |
| 3M | +20.0% | +36.5% | -16.6% | +14.9% |
| 6M | -16.7% | +104.6% | -121.3% | -25.5% |
| YTD | -37.9% | +155.8% | -193.7% | -46.9% |
| 1Y | -58.5% | +340.7% | -399.2% | -73.3% |
| All | -58.5% | +375.0% | -433.5% | -73.3% |
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