+545.5%
RVMD vs FFIV
+141.9%
+403.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | +1.1% | -2.7% | +3.7% | +1.8% |
| 3M | +39.6% | -1.7% | +41.3% | +39.8% |
| 6M | +110.7% | +36.1% | +74.6% | +89.2% |
| YTD | +160.3% | +52.6% | +107.7% | +123.1% |
| 1Y | +404.9% | +21.5% | +383.4% | +370.5% |
| 3Y | +545.5% | +142.7% | +402.8% | +260.0% |
| All | +545.5% | +141.9% | +403.5% | +260.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling