+579.8%
RVMD vs FFIV
+100.0%
+479.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -1.8% |
| 7D | -0.7% | +3.5% | -4.2% | -2.5% |
| 30D | +0.3% | -1.3% | +1.7% | +0.7% |
| 3M | +38.9% | +2.4% | +36.5% | +36.0% |
| 6M | +108.1% | +41.8% | +66.3% | +69.9% |
| YTD | +160.7% | +58.5% | +102.2% | +96.3% |
| 1Y | +407.3% | +24.3% | +382.9% | +336.1% |
| 3Y | +546.6% | +152.0% | +394.5% | +224.7% |
| 5Y | +579.8% | +99.1% | +480.7% | +318.8% |
| All | +579.8% | +100.0% | +479.8% | +318.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling