-83.2%
FIG vs RVMD
+367.7%
-450.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.2% |
| 7D | +3.4% | -10.4% | +13.8% | +5.4% |
| 30D | -9.5% | -11.0% | +1.5% | -7.4% |
| 3M | -26.2% | -14.7% | -11.5% | -24.0% |
| 6M | +2.7% | +14.9% | -12.2% | +0.8% |
| YTD | -48.0% | +116.3% | -164.3% | -56.1% |
| 1Y | -52.0% | +167.6% | -219.7% | -63.3% |
| All | -83.2% | +367.7% | -450.8% | -89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling