+79.9%
PL vs RVMD
+394.4%
-314.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -7.5% | -1.2% | -6.3% | -7.3% |
| 30D | -25.6% | +1.1% | -26.6% | -25.8% |
| 3M | -45.6% | +39.6% | -85.2% | -49.5% |
| 6M | -29.5% | +110.7% | -140.2% | -41.6% |
| YTD | -9.7% | +160.3% | -170.0% | -29.9% |
| 1Y | +84.4% | +404.9% | -320.6% | +21.1% |
| 3Y | +550.0% | +545.5% | +4.5% | +284.8% |
| 5Y | +79.0% | +584.7% | -505.7% | -9.0% |
| All | +79.9% | +394.4% | -314.5% | -8.5% |
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