+626.7%
RVMD vs FIVE
+122.8%
+504.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.8% |
| 7D | +1.0% | +4.3% | -3.2% | -0.2% |
| 30D | +6.4% | +12.5% | -6.1% | +2.6% |
| 3M | +34.9% | +31.2% | +3.7% | +24.0% |
| 6M | +107.6% | +14.4% | +93.2% | +97.1% |
| YTD | +163.7% | +33.9% | +129.8% | +138.5% |
| 1Y | +439.2% | +65.1% | +374.2% | +356.4% |
| 3Y | +499.2% | +49.0% | +450.2% | +391.1% |
| 5Y | +621.7% | +30.3% | +591.4% | +495.1% |
| All | +626.7% | +122.8% | +504.0% | +386.8% |
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