+3,229.3%
FIX vs RVMD
+644.5%
+2,584.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | -7.2% | +6.4% | -13.7% | -8.2% |
| 3M | -15.9% | +34.9% | -50.7% | -20.0% |
| 6M | +12.7% | +107.6% | -94.8% | -1.9% |
| YTD | +72.8% | +163.7% | -90.9% | +42.4% |
| 1Y | +122.9% | +439.2% | -316.3% | +61.1% |
| 3Y | +774.3% | +499.2% | +275.1% | +500.9% |
| 5Y | +2,049.5% | +621.7% | +1,427.8% | +1,229.7% |
| All | +3,229.3% | +644.5% | +2,584.8% | +1,743.7% |
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