+2,201.5%
FIX vs RVMD
+609.5%
+1,592.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.1% | +5.3% | +8.7% |
| 7D | -7.2% | +6.4% | -13.6% | -8.1% |
| 30D | -35.1% | +5.5% | -40.6% | -35.7% |
| 3M | -34.3% | -2.4% | -31.8% | -34.1% |
| 6M | -42.9% | +41.1% | -84.1% | -46.3% |
| YTD | +19.5% | +151.3% | -131.8% | -1.0% |
| 1Y | +16.8% | +228.1% | -211.3% | -7.7% |
| 3Y | +506.7% | +899.8% | -393.0% | +292.1% |
| 5Y | +1,046.7% | +514.0% | +532.7% | +635.0% |
| All | +2,201.5% | +609.5% | +1,592.0% | +1,182.2% |
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