+3,239.2%
FIX vs RVMD
+636.2%
+2,603.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +3.5% | -0.7% | +4.3% | +3.6% |
| 30D | -3.5% | +0.3% | -3.9% | -3.6% |
| 3M | -11.8% | +38.9% | -50.6% | -16.5% |
| 6M | +17.8% | +108.1% | -90.3% | +2.4% |
| YTD | +73.3% | +160.7% | -87.4% | +43.1% |
| 1Y | +128.1% | +407.3% | -279.2% | +66.7% |
| 3Y | +772.7% | +546.6% | +226.1% | +491.6% |
| 5Y | +2,166.4% | +579.8% | +1,586.6% | +1,321.1% |
| All | +3,239.2% | +636.2% | +2,603.0% | +1,752.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling