+605.1%
RVMD vs BN
+75.6%
+529.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -3.0% | -5.2% | +2.2% | 0.0% |
| 30D | -0.7% | -14.5% | +13.8% | +8.4% |
| 3M | +36.5% | -15.0% | +51.5% | +49.1% |
| 6M | +104.6% | -5.4% | +110.0% | +110.2% |
| YTD | +155.8% | -16.4% | +172.3% | +177.9% |
| 1Y | +340.7% | -16.2% | +356.9% | +376.0% |
| 3Y | +519.9% | +67.5% | +452.4% | +329.4% |
| 5Y | +584.9% | +34.1% | +550.8% | +438.0% |
| All | +605.1% | +75.6% | +529.4% | +367.0% |
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