-52.0%
FIG vs RVMD
+162.9%
-215.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.1% |
| 7D | +3.4% | -10.4% | +13.8% | +5.0% |
| 30D | -9.5% | -11.0% | +1.5% | -7.8% |
| 3M | -26.2% | -14.7% | -11.5% | -24.4% |
| 6M | +2.7% | +14.9% | -12.2% | +2.0% |
| YTD | -48.0% | +116.3% | -164.3% | -51.2% |
| 1Y | -52.0% | +167.6% | -219.7% | -55.6% |
| All | -52.0% | +162.9% | -215.0% | -55.6% |
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 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