+167.6%
RVMD vs BN
-11.7%
+179.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -10.4% | -1.0% | -9.4% | -10.0% |
| 30D | -11.0% | +14.0% | -24.9% | -14.1% |
| 3M | -14.7% | -9.0% | -5.7% | -11.8% |
| 6M | +14.9% | -8.8% | +23.7% | +18.7% |
| YTD | +116.3% | -10.3% | +126.6% | +93.5% |
| 1Y | +167.6% | -5.8% | +173.4% | +134.1% |
| All | +167.6% | -11.7% | +179.3% | +134.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling