+164.3%
NDAQ vs RVMD
+620.8%
-456.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -2.1% |
| 7D | -6.8% | -3.6% | -3.2% | -6.4% |
| 30D | -3.2% | -1.1% | -2.1% | -3.1% |
| 3M | +6.5% | +41.0% | -34.5% | +2.2% |
| 6M | +5.7% | +105.7% | -100.0% | -3.6% |
| YTD | -4.6% | +155.3% | -159.9% | -15.9% |
| 1Y | -1.6% | +402.7% | -404.3% | -20.3% |
| 3Y | +86.4% | +533.1% | -446.7% | +42.4% |
| 5Y | +50.3% | +583.5% | -533.2% | +7.8% |
| All | +164.3% | +620.8% | -456.5% | +72.3% |
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