+129.6%
RF vs RVMD
+609.5%
-479.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.6% |
| 7D | -0.1% | +6.4% | -6.5% | -1.2% |
| 30D | +7.0% | +5.5% | +1.6% | +5.9% |
| 3M | -7.0% | -2.4% | -4.6% | -7.1% |
| 6M | +6.8% | +41.1% | -34.4% | +0.4% |
| YTD | +9.9% | +151.3% | -141.4% | -8.5% |
| 1Y | +21.1% | +228.1% | -206.9% | -3.9% |
| 3Y | +119.6% | +899.8% | -780.1% | +39.7% |
| 5Y | +46.2% | +514.0% | -467.8% | -6.9% |
| All | +129.6% | +609.5% | -479.9% | +13.1% |
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