+531.8%
RVMD vs FDS
-32.7%
+564.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | -0.7% | -8.8% | +8.0% | +1.2% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +38.9% | +13.9% | +25.0% | +32.7% |
| 6M | +108.1% | +27.4% | +80.7% | +91.0% |
| YTD | +160.7% | -2.5% | +163.2% | +160.1% |
| 1Y | +407.3% | -23.8% | +431.1% | +454.3% |
| All | +531.8% | -32.7% | +564.5% | +594.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling