+776.8%
RVMD vs ACI
-31.5%
+808.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.4% |
| 7D | -10.4% | +2.3% | -12.7% | -10.1% |
| 30D | -11.0% | +1.2% | -12.2% | -10.7% |
| 3M | -14.7% | +6.8% | -21.5% | -13.7% |
| 6M | +14.9% | -18.7% | +33.6% | +13.3% |
| YTD | +116.3% | -20.2% | +136.5% | +113.1% |
| 1Y | +167.6% | -23.7% | +191.3% | +165.4% |
| 3Y | +776.8% | -31.6% | +808.4% | +795.5% |
| All | +776.8% | -31.5% | +808.3% | +795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling