+605.1%
RVMD vs FFIV
+228.1%
+377.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.6% |
| 7D | -3.0% | +5.4% | -8.4% | -5.9% |
| 30D | -0.7% | -2.7% | +1.9% | +0.4% |
| 3M | +36.5% | +4.5% | +32.0% | +31.8% |
| 6M | +104.6% | +42.2% | +62.4% | +64.0% |
| YTD | +155.8% | +61.3% | +94.5% | +86.5% |
| 1Y | +340.7% | +23.0% | +317.6% | +274.4% |
| 3Y | +519.9% | +156.3% | +363.7% | +207.9% |
| 5Y | +584.9% | +102.9% | +482.1% | +296.1% |
| All | +605.1% | +228.1% | +377.0% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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