+603.6%
RVMD vs BG
+172.3%
+431.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | -3.6% | +3.7% | -7.3% | -4.9% |
| 30D | -1.1% | +12.3% | -13.4% | -5.4% |
| 3M | +41.0% | -2.2% | +43.2% | +41.2% |
| 6M | +105.7% | +5.3% | +100.4% | +99.5% |
| YTD | +155.3% | +42.4% | +112.9% | +119.9% |
| 1Y | +402.7% | +55.2% | +347.5% | +316.0% |
| 3Y | +533.1% | +21.0% | +512.1% | +467.0% |
| 5Y | +583.5% | +87.1% | +496.4% | +365.9% |
| All | +603.6% | +172.3% | +431.4% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling