+618.6%
RVMD vs BNS
+130.6%
+488.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -0.7% | -1.3% | +0.5% | +0.1% |
| 30D | +0.3% | +4.0% | -3.7% | -2.5% |
| 3M | +38.9% | +13.8% | +25.1% | +27.0% |
| 6M | +108.1% | +32.7% | +75.4% | +72.0% |
| YTD | +160.7% | +27.6% | +133.1% | +120.1% |
| 1Y | +407.3% | +47.4% | +359.9% | +289.0% |
| 3Y | +546.6% | +129.0% | +417.6% | +268.5% |
| 5Y | +579.8% | +92.7% | +487.1% | +328.9% |
| All | +618.6% | +130.6% | +488.0% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling