+340.7%
RVMD vs FLR
+31.4%
+309.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -3.0% | -3.5% | +0.5% | -2.4% |
| 30D | -0.7% | +4.2% | -4.9% | -1.4% |
| 3M | +36.5% | +8.1% | +28.5% | +34.3% |
| 6M | +104.6% | +21.5% | +83.1% | +98.5% |
| YTD | +155.8% | +36.8% | +119.1% | +148.0% |
| 1Y | +340.7% | +31.2% | +309.5% | +317.1% |
| All | +340.7% | +31.4% | +309.3% | +317.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling