+241.0%
RVMD vs FIVE
+63.3%
+177.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -3.9% | +1.9% |
| 7D | +5.8% | +7.5% | -1.7% | +4.7% |
| 30D | -3.8% | +16.7% | -20.6% | -5.9% |
| 3M | +3.2% | +13.4% | -10.1% | +0.9% |
| 6M | +35.0% | +9.0% | +26.0% | +34.6% |
| YTD | +150.7% | +33.8% | +116.9% | +138.5% |
| 1Y | +241.0% | +61.2% | +179.8% | +205.4% |
| All | +241.0% | +63.3% | +177.7% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling