+545.5%
RVMD vs FIVE
+59.0%
+486.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.2% | +3.7% | -4.9% | -1.8% |
| 30D | +1.1% | +4.0% | -2.9% | +0.3% |
| 3M | +39.6% | +36.2% | +3.4% | +32.7% |
| 6M | +110.7% | +18.0% | +92.7% | +104.3% |
| YTD | +160.3% | +34.9% | +125.4% | +147.1% |
| 1Y | +404.9% | +67.9% | +337.0% | +362.8% |
| 3Y | +545.5% | +57.3% | +488.1% | +408.6% |
| All | +545.5% | +59.0% | +486.4% | +408.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling