+316.5%
ROIV vs RVMD
+570.7%
-254.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.3% | +20.0% | +19.1% |
| 7D | +20.2% | -1.2% | +21.4% | +20.5% |
| 30D | +14.1% | +1.1% | +13.1% | +13.8% |
| 3M | +45.6% | +39.6% | +6.0% | +31.7% |
| 6M | +44.1% | +110.7% | -66.6% | +11.9% |
| YTD | +91.2% | +160.3% | -69.1% | +35.2% |
| 1Y | +221.3% | +404.9% | -183.6% | +79.8% |
| 3Y | +229.2% | +545.5% | -316.2% | +56.3% |
| 5Y | +316.5% | +584.7% | -268.2% | +64.3% |
| All | +316.5% | +570.7% | -254.3% | +64.3% |
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