+831.8%
RVMD vs FGI
-69.8%
+901.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | -1.2% | +5.2% | -6.4% | -1.3% |
| 30D | +1.1% | +65.2% | -64.2% | -0.4% |
| 3M | +39.6% | +30.2% | +9.4% | +38.0% |
| 6M | +110.7% | +87.8% | +22.9% | +104.6% |
| YTD | +160.3% | +32.5% | +127.8% | +154.2% |
| 1Y | +404.9% | +93.6% | +311.3% | +377.5% |
| 3Y | +545.5% | -2.6% | +548.0% | +517.9% |
| All | +831.8% | -69.8% | +901.6% | +866.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling