+414.1%
P vs RVMD
+636.2%
-222.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.1% |
| 7D | +5.0% | -0.7% | +5.8% | +5.2% |
| 30D | -0.9% | +0.3% | -1.3% | -1.1% |
| 3M | +38.7% | +38.9% | -0.2% | +29.0% |
| 6M | +54.4% | +108.1% | -53.7% | +29.1% |
| YTD | +44.8% | +160.7% | -115.9% | +12.8% |
| 1Y | +22.5% | +407.3% | -384.7% | -19.5% |
| 3Y | +148.2% | +546.6% | -398.3% | +45.6% |
| 5Y | +268.9% | +579.8% | -310.9% | +93.1% |
| All | +414.1% | +636.2% | -222.1% | +111.0% |
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