+603.6%
RVMD vs BTG
+60.5%
+543.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | -3.6% | -5.5% | +1.9% | -2.7% |
| 30D | -1.1% | +6.1% | -7.2% | -2.2% |
| 3M | +41.0% | +38.6% | +2.4% | +32.6% |
| 6M | +105.7% | +0.7% | +105.0% | +102.4% |
| YTD | +155.3% | +20.3% | +135.0% | +140.3% |
| 1Y | +402.7% | +25.0% | +377.7% | +364.6% |
| 3Y | +533.1% | +97.3% | +435.8% | +418.6% |
| 5Y | +583.5% | +78.3% | +505.2% | +461.1% |
| All | +603.6% | +60.5% | +543.1% | +495.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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