+583.5%
RVMD vs BBWI
-69.5%
+653.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -3.6% | -8.0% | +4.4% | -1.8% |
| 30D | -1.1% | -6.6% | +5.6% | 0.0% |
| 3M | +41.0% | -2.7% | +43.7% | +40.3% |
| 6M | +105.7% | -12.8% | +118.5% | +107.8% |
| YTD | +155.3% | -10.5% | +165.8% | +155.4% |
| 1Y | +402.7% | -35.3% | +438.1% | +437.6% |
| 3Y | +533.1% | -47.7% | +580.8% | +580.4% |
| 5Y | +583.5% | -68.9% | +652.4% | +795.4% |
| All | +583.5% | -69.5% | +653.0% | +795.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling