-22.6%
FPS vs RVMD
+107.7%
-130.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.8% | -20.1% | -18.0% |
| 7D | -23.3% | +5.8% | -29.2% | -24.6% |
| 30D | -42.4% | -3.8% | -38.6% | -42.0% |
| 3M | -43.0% | +3.2% | -46.3% | -44.0% |
| 6M | -44.5% | +35.0% | -79.5% | -48.9% |
| All | -22.6% | +107.7% | -130.3% | -35.2% |
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