+592.6%
RVMD vs FIVE
+124.1%
+468.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.6% | -1.5% | +2.5% |
| 7D | +6.4% | +6.2% | +0.2% | +4.7% |
| 30D | +5.5% | +18.2% | -12.7% | +0.6% |
| 3M | -2.4% | +3.8% | -6.3% | -4.0% |
| 6M | +41.1% | +13.7% | +27.4% | +34.3% |
| YTD | +151.3% | +34.7% | +116.6% | +126.4% |
| 1Y | +228.1% | +66.6% | +161.4% | +177.7% |
| 3Y | +899.8% | +44.3% | +855.5% | +727.1% |
| 5Y | +514.0% | +18.8% | +495.2% | +422.8% |
| All | +592.6% | +124.1% | +468.4% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling