+618.6%
RVMD vs FIVE
+118.3%
+500.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +0.3% | +5.0% | -4.7% | -1.3% |
| 3M | +38.9% | +29.5% | +9.4% | +28.1% |
| 6M | +108.1% | +12.4% | +95.7% | +98.6% |
| YTD | +160.7% | +31.2% | +129.5% | +137.2% |
| 1Y | +407.3% | +72.9% | +334.4% | +323.7% |
| 3Y | +546.6% | +53.0% | +493.6% | +423.1% |
| 5Y | +579.8% | +34.2% | +545.6% | +455.2% |
| All | +618.6% | +118.3% | +500.4% | +384.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling