+496.2%
RVMD vs FDS
+22.1%
+474.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -10.4% | +1.5% | -11.9% | -10.9% |
| 30D | -11.0% | +14.8% | -25.8% | -16.0% |
| 3M | -14.7% | +16.3% | -31.0% | -20.6% |
| 6M | +14.9% | +66.2% | -51.3% | -10.8% |
| YTD | +116.3% | +16.2% | +100.1% | +95.3% |
| 1Y | +167.6% | +21.8% | +145.8% | +135.1% |
| 3Y | +776.8% | -23.9% | +800.7% | +858.2% |
| 5Y | +424.8% | -23.1% | +447.9% | +460.1% |
| All | +496.2% | +22.1% | +474.0% | +401.1% |
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