+122.9%
FIX vs RVMD
+430.6%
-307.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | +1.0% | +5.0% | +5.9% |
| 30D | -7.2% | +6.4% | -13.7% | -7.8% |
| 3M | -15.9% | +34.9% | -50.7% | -18.3% |
| 6M | +12.7% | +107.6% | -94.8% | +4.5% |
| YTD | +72.8% | +163.7% | -90.9% | +55.1% |
| 1Y | +122.9% | +439.2% | -316.3% | +80.0% |
| All | +122.9% | +430.6% | -307.7% | +80.0% |
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 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