+579.8%
RVMD vs FDS
-23.5%
+603.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.4% |
| 7D | -0.7% | -8.8% | +8.0% | +2.5% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +38.9% | +13.9% | +25.0% | +29.3% |
| 6M | +108.1% | +27.4% | +80.7% | +82.9% |
| YTD | +160.7% | -2.5% | +163.2% | +157.7% |
| 1Y | +407.3% | -23.8% | +431.1% | +468.4% |
| 3Y | +546.6% | -32.5% | +579.1% | +656.6% |
| 5Y | +579.8% | -23.2% | +603.0% | +762.4% |
| All | +579.8% | -23.5% | +603.3% | +762.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling