+588.9%
RVMD vs BRO
+17.6%
+571.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | -7.3% | +4.3% | -0.1% |
| 30D | -0.7% | -6.9% | +6.1% | +1.7% |
| 3M | +36.5% | +10.7% | +25.9% | +28.3% |
| 6M | +104.6% | -2.7% | +107.3% | +103.5% |
| YTD | +155.8% | -16.3% | +172.2% | +171.1% |
| 1Y | +340.7% | -29.1% | +369.8% | +407.5% |
| 3Y | +519.9% | -7.8% | +527.8% | +482.8% |
| All | +588.9% | +17.6% | +571.2% | +407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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