+128.6%
IR vs RVMD
+525.1%
-396.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +4.3% | -0.7% | +5.0% | +4.3% |
| 30D | +8.1% | -6.4% | +14.5% | +8.9% |
| 3M | +0.7% | -14.1% | +14.8% | +2.4% |
| 6M | +16.6% | +21.0% | -4.4% | +12.7% |
| YTD | +7.8% | +121.4% | -113.6% | -6.9% |
| 1Y | +9.9% | +167.9% | -158.0% | -7.9% |
| 3Y | +25.2% | +794.7% | -769.5% | -14.7% |
| 5Y | +46.8% | +437.2% | -390.4% | -0.3% |
| All | +128.6% | +525.1% | -396.6% | +31.7% |
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