+605.1%
RVMD vs BR
+54.1%
+551.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -3.0% | 0.0% | -1.6% |
| 30D | -0.7% | -0.3% | -0.4% | -0.9% |
| 3M | +36.5% | +17.3% | +19.3% | +24.5% |
| 6M | +104.6% | -6.7% | +111.3% | +109.5% |
| YTD | +155.8% | -23.4% | +179.3% | +187.3% |
| 1Y | +340.7% | -32.7% | +373.3% | +429.4% |
| 3Y | +519.9% | -5.9% | +525.8% | +517.2% |
| 5Y | +584.9% | +8.4% | +576.5% | +508.2% |
| All | +605.1% | +54.1% | +551.0% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling