+440.5%
FN vs RVMD
+609.5%
-169.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +11.2% |
| 7D | +16.3% | +6.4% | +9.9% | +15.5% |
| 30D | -24.7% | +5.5% | -30.2% | -25.2% |
| 3M | -34.9% | -2.4% | -32.5% | -34.7% |
| 6M | -41.1% | +41.1% | -82.2% | -44.2% |
| YTD | -19.6% | +151.3% | -170.9% | -31.9% |
| 1Y | -18.5% | +228.1% | -246.6% | -33.9% |
| 3Y | +119.1% | +899.8% | -780.6% | +49.3% |
| 5Y | +206.9% | +514.0% | -307.0% | +106.7% |
| All | +440.5% | +609.5% | -169.0% | +231.1% |
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