+531.8%
RVMD vs BBWI
-47.8%
+579.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +1.5% |
| 7D | -0.7% | -4.4% | +3.7% | +0.1% |
| 30D | +0.3% | -7.4% | +7.7% | +1.5% |
| 3M | +38.9% | -2.2% | +41.1% | +38.0% |
| 6M | +108.1% | -16.3% | +124.4% | +112.3% |
| YTD | +160.7% | -9.1% | +169.9% | +160.2% |
| 1Y | +407.3% | -34.5% | +441.8% | +441.9% |
| All | +531.8% | -47.8% | +579.7% | +472.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling