+519.9%
RVMD vs BG
+18.0%
+502.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.4% |
| 7D | -3.0% | +3.1% | -6.1% | -3.4% |
| 30D | -0.7% | +10.2% | -11.0% | -2.1% |
| 3M | +36.5% | -1.7% | +38.2% | +36.8% |
| 6M | +104.6% | +1.0% | +103.6% | +103.9% |
| YTD | +155.8% | +39.9% | +115.9% | +141.7% |
| 1Y | +340.7% | +53.2% | +287.5% | +309.4% |
| 3Y | +519.9% | +16.3% | +503.7% | +529.8% |
| All | +519.9% | +18.0% | +502.0% | +529.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling