+50.4%
IEFA vs RVMD
+576.1%
-525.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -3.0% | +1.4% | -1.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +3.4% | +36.5% | -33.1% | +0.7% |
| 6M | +9.5% | +104.6% | -95.1% | +2.5% |
| YTD | +13.0% | +155.8% | -142.8% | +3.2% |
| 1Y | +18.0% | +340.7% | -322.7% | +2.3% |
| 3Y | +65.4% | +519.9% | -454.6% | +35.7% |
| All | +50.4% | +576.1% | -525.6% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling