+519.9%
RVMD vs BOXX
+14.7%
+505.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.4% |
| 7D | -3.0% | +0.1% | -3.0% | -2.8% |
| 30D | -0.7% | +0.3% | -1.0% | +0.4% |
| 3M | +36.5% | +1.0% | +35.5% | +40.7% |
| 6M | +104.6% | +1.9% | +102.7% | +111.8% |
| YTD | +155.8% | +2.7% | +153.1% | +160.5% |
| 1Y | +340.7% | +4.0% | +336.6% | +337.0% |
| 3Y | +519.9% | +14.7% | +505.3% | +857.9% |
| All | +519.9% | +14.7% | +505.3% | +857.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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