+14.4%
FIX vs RVMD
+244.4%
-230.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.8% | -17.9% | -15.4% |
| 7D | -18.9% | +5.8% | -24.7% | -19.5% |
| 30D | -36.3% | -3.8% | -32.5% | -36.1% |
| 3M | -38.5% | +3.2% | -41.7% | -38.8% |
| 6M | -42.3% | +35.0% | -77.3% | -43.9% |
| YTD | +17.1% | +150.7% | -133.6% | +6.2% |
| 1Y | +14.4% | +241.0% | -226.6% | -21.5% |
| All | +14.4% | +244.4% | -230.0% | -21.5% |
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