+340.7%
RVMD vs BNS
+49.3%
+291.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -0.7% | +3.5% | -4.2% | -1.6% |
| 3M | +36.5% | +14.1% | +22.5% | +29.7% |
| 6M | +104.6% | +33.8% | +70.8% | +79.0% |
| YTD | +155.8% | +29.5% | +126.4% | +126.1% |
| 1Y | +340.7% | +48.4% | +292.3% | +288.6% |
| All | +340.7% | +49.3% | +291.4% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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