+291.1%
P vs RVMD
+570.7%
-279.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +7.8% | -1.2% | +9.1% | +8.1% |
| 30D | +12.3% | +1.1% | +11.3% | +12.1% |
| 3M | +37.1% | +39.6% | -2.5% | +29.6% |
| 6M | +66.1% | +110.7% | -44.6% | +44.7% |
| YTD | +50.9% | +160.3% | -109.4% | +24.8% |
| 1Y | +27.2% | +404.9% | -377.7% | -8.1% |
| 3Y | +158.7% | +545.5% | -386.8% | +73.2% |
| 5Y | +291.1% | +584.7% | -293.6% | +134.3% |
| All | +291.1% | +570.7% | -279.6% | +134.3% |
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 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