+588.9%
RVMD vs BWA
+87.2%
+501.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -0.7% | -2.9% | +2.2% | 0.0% |
| 3M | +36.5% | -10.7% | +47.3% | +40.9% |
| 6M | +104.6% | +26.5% | +78.1% | +86.9% |
| YTD | +155.8% | +49.1% | +106.7% | +116.3% |
| 1Y | +340.7% | +52.1% | +288.6% | +268.1% |
| 3Y | +519.9% | +72.6% | +447.4% | +377.3% |
| All | +588.9% | +87.2% | +501.7% | +389.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling