+496.2%
RVMD vs BN
+88.6%
+407.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | -10.4% | -1.0% | -9.4% | -9.8% |
| 30D | -11.0% | +14.0% | -24.9% | -17.5% |
| 3M | -14.7% | -9.0% | -5.7% | -10.4% |
| 6M | +14.9% | -8.8% | +23.7% | +19.8% |
| YTD | +116.3% | -10.3% | +126.6% | +125.0% |
| 1Y | +167.6% | -5.8% | +173.4% | +170.2% |
| 3Y | +776.8% | +94.8% | +682.0% | +455.7% |
| 5Y | +424.8% | +31.5% | +393.3% | +314.1% |
| All | +496.2% | +88.6% | +407.5% | +278.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling