+501.8%
FN vs RVMD
+644.5%
-142.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | -22.0% | +6.4% | -28.4% | -22.8% |
| 3M | -43.0% | +34.9% | -77.9% | -45.6% |
| 6M | -27.7% | +107.6% | -135.3% | -36.3% |
| YTD | -10.5% | +163.7% | -174.2% | -24.9% |
| 1Y | +12.5% | +439.2% | -426.7% | -16.0% |
| 3Y | +153.8% | +499.2% | -345.4% | +81.5% |
| 5Y | +288.0% | +621.7% | -333.7% | +154.5% |
| All | +501.8% | +644.5% | -142.7% | +265.6% |
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