+89.8%
FOXA vs RVMD
+622.3%
-532.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.1% |
| 30D | +5.0% | -0.7% | +5.8% | +5.0% |
| 3M | -3.0% | +36.5% | -39.6% | -6.3% |
| 6M | +14.8% | +104.6% | -89.8% | +5.1% |
| YTD | -8.9% | +155.8% | -164.7% | -19.4% |
| 1Y | +13.3% | +340.7% | -327.4% | -6.2% |
| 3Y | +115.4% | +519.9% | -404.5% | +65.6% |
| 5Y | +95.3% | +584.9% | -489.7% | +40.9% |
| All | +89.8% | +622.3% | -532.5% | +17.3% |
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