+568.0%
RVMD vs FIVE
+123.9%
+444.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -0.6% | +7.3% | -7.9% | -2.5% |
| 30D | +1.7% | +18.1% | -16.3% | -2.9% |
| 3M | -6.7% | +7.7% | -14.4% | -9.1% |
| 6M | +36.1% | +13.6% | +22.5% | +29.6% |
| YTD | +142.4% | +34.6% | +107.8% | +118.4% |
| 1Y | +207.8% | +66.2% | +141.5% | +160.7% |
| 3Y | +879.5% | +43.5% | +836.0% | +712.1% |
| 5Y | +509.0% | +20.7% | +488.4% | +415.8% |
| All | +568.0% | +123.9% | +444.1% | +345.9% |
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