+445.1%
FN vs RVMD
+540.6%
-95.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.4% | +12.3% | +6.9% |
| 7D | +8.0% | -9.5% | +17.5% | +10.0% |
| 30D | -19.1% | -6.8% | -12.3% | -18.0% |
| 3M | -29.8% | -12.1% | -17.7% | -28.4% |
| 6M | -43.2% | +25.4% | -68.5% | -45.2% |
| YTD | -18.9% | +126.9% | -145.8% | -30.3% |
| 1Y | -17.9% | +182.0% | -199.9% | -31.7% |
| 3Y | +120.1% | +816.8% | -696.7% | +52.1% |
| 5Y | +206.7% | +464.0% | -257.3% | +109.3% |
| All | +445.1% | +540.6% | -95.5% | +239.3% |
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 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