+617.4%
RVMD vs BWA
+142.5%
+474.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -1.2% | +4.3% | -5.5% | -2.6% |
| 30D | +1.1% | -2.9% | +4.0% | +1.9% |
| 3M | +39.6% | -12.4% | +52.0% | +45.4% |
| 6M | +110.7% | +28.6% | +82.1% | +90.1% |
| YTD | +160.3% | +48.2% | +112.1% | +118.9% |
| 1Y | +404.9% | +50.9% | +354.0% | +320.2% |
| 3Y | +545.5% | +72.2% | +473.3% | +394.7% |
| 5Y | +584.7% | +91.1% | +493.6% | +387.0% |
| All | +617.4% | +142.5% | +474.9% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling