-80.9%
FIG vs RVMD
+463.7%
-544.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -14.5% | -0.7% | -13.7% | -14.4% |
| 30D | -13.3% | +0.3% | -13.7% | -13.3% |
| 3M | +7.4% | +38.9% | -31.5% | +1.9% |
| 6M | -27.8% | +108.1% | -135.9% | -36.8% |
| YTD | -41.1% | +160.7% | -201.8% | -51.8% |
| 1Y | -58.7% | +407.3% | -466.0% | -75.1% |
| All | -80.9% | +463.7% | -544.7% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling