+764.2%
RVMD vs FGI
-70.6%
+834.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.2% |
| 7D | +0.5% | -7.0% | +7.5% | +0.6% |
| 30D | -4.3% | -4.2% | 0.0% | -4.3% |
| 3M | -2.8% | +55.6% | -58.4% | -4.2% |
| 6M | +27.3% | -3.2% | +30.4% | +26.3% |
| YTD | +141.4% | +29.1% | +112.3% | +135.7% |
| 1Y | +213.3% | +51.0% | +162.3% | +204.0% |
| 3Y | +792.7% | +1.5% | +791.1% | +747.9% |
| All | +764.2% | -70.6% | +834.7% | +795.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling