+603.6%
RVMD vs FDS
-3.5%
+607.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | +0.2% |
| 7D | -3.6% | -16.0% | +12.4% | +3.1% |
| 30D | -1.1% | -6.7% | +5.7% | +1.2% |
| 3M | +41.0% | +6.0% | +35.1% | +34.4% |
| 6M | +105.7% | +25.1% | +80.6% | +80.4% |
| YTD | +155.3% | -8.1% | +163.4% | +155.0% |
| 1Y | +402.7% | -26.0% | +428.7% | +454.5% |
| 3Y | +533.1% | -36.4% | +569.5% | +642.3% |
| 5Y | +583.5% | -27.7% | +611.3% | +644.4% |
| All | +603.6% | -3.5% | +607.1% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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