+605.1%
RVMD vs BB
+27.0%
+578.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -0.7% | -12.5% | +11.8% | +2.0% |
| 3M | +36.5% | -17.4% | +54.0% | +40.7% |
| 6M | +104.6% | +119.1% | -14.5% | +67.2% |
| YTD | +155.8% | +102.4% | +53.5% | +112.3% |
| 1Y | +340.7% | +98.2% | +242.5% | +263.2% |
| 3Y | +519.9% | +46.9% | +473.0% | +415.2% |
| 5Y | +584.9% | -26.4% | +611.3% | +534.8% |
| All | +605.1% | +27.0% | +578.1% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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