+605.1%
RVMD vs FLR
+176.7%
+428.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -3.0% | -3.5% | +0.5% | -2.3% |
| 30D | -0.7% | +4.2% | -4.9% | -1.6% |
| 3M | +36.5% | +8.1% | +28.5% | +33.7% |
| 6M | +104.6% | +21.5% | +83.1% | +94.0% |
| YTD | +155.8% | +36.8% | +119.1% | +135.6% |
| 1Y | +340.7% | +31.2% | +309.5% | +306.9% |
| 3Y | +519.9% | +53.9% | +466.0% | +431.5% |
| 5Y | +584.9% | +243.0% | +341.9% | +387.0% |
| All | +605.1% | +176.7% | +428.4% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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