+12.3%
FN vs RVMD
+414.4%
-402.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | +3.5% | -1.2% | +4.8% | +3.7% |
| 30D | -26.0% | +1.1% | -27.0% | -26.1% |
| 3M | -33.3% | +39.6% | -72.9% | -35.6% |
| 6M | -14.9% | +110.7% | -125.6% | -21.9% |
| YTD | -8.6% | +160.3% | -168.8% | -17.5% |
| 1Y | +12.3% | +404.9% | -392.6% | -1.3% |
| All | +12.3% | +414.4% | -402.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling