+442.1%
RVMD vs BBWI
-67.6%
+509.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.6% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -11.0% | +12.9% | -23.8% | -13.4% |
| 3M | -14.7% | +16.0% | -30.7% | -18.1% |
| 6M | +14.9% | +16.6% | -1.7% | +8.8% |
| YTD | +116.3% | +9.7% | +106.6% | +106.0% |
| 1Y | +167.6% | +1.5% | +166.1% | +156.4% |
| 3Y | +776.8% | -21.4% | +798.1% | +745.7% |
| All | +442.1% | -67.6% | +509.8% | +603.4% |
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