-79.1%
FIG vs RVMD
+470.1%
-549.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -16.3% | +1.0% | -17.3% | -16.4% |
| 30D | -14.3% | +6.4% | -20.8% | -15.0% |
| 3M | +7.2% | +34.9% | -27.7% | +2.1% |
| 6M | -18.6% | +107.6% | -126.2% | -28.8% |
| YTD | -35.5% | +163.7% | -199.1% | -47.3% |
| 1Y | -55.8% | +439.2% | -495.0% | -73.2% |
| All | -79.1% | +470.1% | -549.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling