+583.5%
RVMD vs CHD
+19.7%
+563.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -3.6% | -4.7% | +1.2% | -3.2% |
| 30D | -1.1% | -8.3% | +7.3% | -0.5% |
| 3M | +41.0% | -4.0% | +45.1% | +41.3% |
| 6M | +105.7% | -6.5% | +112.2% | +106.8% |
| YTD | +155.3% | +13.1% | +142.2% | +150.4% |
| 1Y | +402.7% | +2.3% | +400.4% | +400.7% |
| 3Y | +533.1% | +1.8% | +531.3% | +521.4% |
| 5Y | +583.5% | +20.6% | +563.0% | +539.2% |
| All | +583.5% | +19.7% | +563.9% | +539.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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