+259.7%
P vs RVMD
+498.3%
-238.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -13.3% | -0.6% | -12.7% | -13.0% |
| 30D | -34.0% | +1.7% | -35.7% | -34.1% |
| 3M | +4.1% | -6.7% | +10.8% | +5.4% |
| 6M | +30.5% | +36.1% | -5.7% | +24.2% |
| YTD | +52.2% | +142.4% | -90.2% | +27.6% |
| 1Y | +10.3% | +207.8% | -197.5% | -12.0% |
| 3Y | +180.9% | +879.5% | -698.6% | +79.8% |
| 5Y | +259.7% | +509.0% | -249.3% | +132.0% |
| All | +259.7% | +498.3% | -238.5% | +132.0% |
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 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