+496.2%
RVMD vs FFIV
+146.4%
+349.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -0.9% |
| 7D | -10.4% | -0.5% | -9.8% | -10.1% |
| 30D | -11.0% | -32.4% | +21.4% | +7.0% |
| 3M | -14.7% | -25.7% | +11.0% | -3.6% |
| 6M | +14.9% | -13.5% | +28.4% | +17.9% |
| YTD | +116.3% | +21.1% | +95.2% | +77.9% |
| 1Y | +167.6% | +29.4% | +138.2% | +110.4% |
| 3Y | +776.8% | +94.9% | +681.9% | +385.8% |
| 5Y | +424.8% | +34.7% | +390.1% | +272.3% |
| All | +496.2% | +146.4% | +349.8% | +156.9% |
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