+605.1%
RVMD vs BWA
+143.9%
+461.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -0.7% | -2.9% | +2.2% | +0.1% |
| 3M | +36.5% | -10.7% | +47.3% | +41.3% |
| 6M | +104.6% | +26.5% | +78.1% | +85.7% |
| YTD | +155.8% | +49.1% | +106.7% | +114.7% |
| 1Y | +340.7% | +52.1% | +288.6% | +265.3% |
| 3Y | +519.9% | +72.6% | +447.4% | +374.8% |
| 5Y | +584.9% | +89.4% | +495.5% | +388.9% |
| All | +605.1% | +143.9% | +461.2% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling