+776.8%
RVMD vs BN
+96.7%
+680.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | -10.4% | -1.0% | -9.4% | -9.9% |
| 30D | -11.0% | +14.0% | -24.9% | -16.6% |
| 3M | -14.7% | -9.0% | -5.7% | -10.7% |
| 6M | +14.9% | -8.8% | +23.7% | +19.5% |
| YTD | +116.3% | -10.3% | +126.6% | +122.8% |
| 1Y | +167.6% | -5.8% | +173.4% | +167.8% |
| 3Y | +776.8% | +94.8% | +682.0% | +441.8% |
| All | +776.8% | +96.7% | +680.1% | +441.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling