+510.2%
RVMD vs FFIV
+153.1%
+357.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.7% |
| 30D | -6.4% | -33.3% | +26.9% | +13.3% |
| 3M | -14.1% | -24.9% | +10.8% | -3.3% |
| 6M | +21.0% | -10.5% | +31.5% | +21.9% |
| YTD | +121.4% | +24.4% | +97.0% | +79.5% |
| 1Y | +167.9% | +32.3% | +135.6% | +108.4% |
| 3Y | +794.7% | +99.7% | +695.0% | +389.7% |
| 5Y | +437.2% | +38.4% | +398.7% | +275.7% |
| All | +510.2% | +153.1% | +357.1% | +159.2% |
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