+583.5%
RVMD vs FLR
+230.6%
+353.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | -3.6% | -6.9% | +3.3% | -2.0% |
| 30D | -1.1% | +1.1% | -2.2% | -1.4% |
| 3M | +41.0% | +14.3% | +26.7% | +36.0% |
| 6M | +105.7% | +19.1% | +86.6% | +94.9% |
| YTD | +155.3% | +35.1% | +120.2% | +133.8% |
| 1Y | +402.7% | +29.5% | +373.2% | +361.2% |
| 3Y | +533.1% | +53.0% | +480.1% | +418.9% |
| 5Y | +583.5% | +238.9% | +344.6% | +365.5% |
| All | +583.5% | +230.6% | +353.0% | +365.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling