+588.9%
RVMD vs BNS
+94.7%
+494.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -0.7% | +3.5% | -4.2% | -3.1% |
| 3M | +36.5% | +14.1% | +22.5% | +25.0% |
| 6M | +104.6% | +33.8% | +70.8% | +68.8% |
| YTD | +155.8% | +29.5% | +126.4% | +114.6% |
| 1Y | +340.7% | +48.4% | +292.3% | +237.4% |
| 3Y | +519.9% | +129.6% | +390.3% | +252.9% |
| All | +588.9% | +94.7% | +494.2% | +344.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling