+241.0%
RVMD vs BG
+7.2%
+233.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.7% |
| 7D | +5.8% | -3.8% | +9.6% | +5.9% |
| 30D | -3.8% | -9.6% | +5.8% | -3.6% |
| 3M | +3.2% | -8.5% | +11.8% | +3.6% |
| 6M | +35.0% | -23.0% | +58.1% | +37.0% |
| YTD | +150.7% | +10.9% | +139.8% | +166.0% |
| 1Y | +241.0% | +6.0% | +235.0% | +263.8% |
| All | +241.0% | +7.2% | +233.8% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling