+402.7%
RVMD vs FFIV
+22.0%
+380.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.6% | +1.6% | -5.2% | -3.7% |
| 30D | -1.1% | -3.7% | +2.7% | -0.6% |
| 3M | +41.0% | +2.0% | +39.1% | +40.8% |
| 6M | +105.7% | +39.3% | +66.4% | +99.5% |
| YTD | +155.3% | +56.1% | +99.2% | +150.0% |
| 1Y | +402.7% | +22.0% | +380.7% | +399.0% |
| All | +402.7% | +22.0% | +380.7% | +399.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling