+626.7%
RVMD vs FFIV
+211.2%
+415.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.0% | -1.0% | +2.0% | +1.4% |
| 30D | +6.4% | -5.1% | +11.5% | +9.1% |
| 3M | +34.9% | -4.5% | +39.3% | +37.2% |
| 6M | +107.6% | +36.5% | +71.1% | +70.4% |
| YTD | +163.7% | +53.0% | +110.7% | +98.2% |
| 1Y | +439.2% | +24.2% | +415.0% | +353.8% |
| 3Y | +499.2% | +137.2% | +362.0% | +212.4% |
| 5Y | +621.7% | +91.8% | +529.9% | +331.1% |
| All | +626.7% | +211.2% | +415.5% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling