+764.4%
FIX vs RVMD
+530.7%
+233.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.1% |
| 3M | -15.9% | +34.9% | -50.7% | -19.4% |
| 6M | +12.7% | +107.6% | -94.8% | +0.3% |
| YTD | +72.8% | +163.7% | -90.9% | +46.3% |
| 1Y | +122.9% | +439.2% | -316.3% | +66.3% |
| All | +764.4% | +530.7% | +233.7% | +558.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling