+605.1%
RVMD vs BBWI
+8.7%
+596.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -1.3% |
| 7D | -3.0% | -4.8% | +1.8% | -2.0% |
| 30D | -0.7% | +3.5% | -4.2% | -2.0% |
| 3M | +36.5% | -0.3% | +36.9% | +35.1% |
| 6M | +104.6% | -5.4% | +110.0% | +102.8% |
| YTD | +155.8% | -4.7% | +160.6% | +152.2% |
| 1Y | +340.7% | -30.5% | +371.2% | +361.9% |
| 3Y | +519.9% | -44.3% | +564.3% | +558.7% |
| 5Y | +584.9% | -66.9% | +651.8% | +698.7% |
| All | +605.1% | +8.7% | +596.4% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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