+617.4%
RVMD vs FLR
+189.0%
+428.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | +1.1% | -0.7% | +1.7% | +1.1% |
| 3M | +39.6% | +14.3% | +25.3% | +35.1% |
| 6M | +110.7% | +25.6% | +85.1% | +98.3% |
| YTD | +160.3% | +42.9% | +117.4% | +137.6% |
| 1Y | +404.9% | +38.7% | +366.2% | +360.7% |
| 3Y | +545.5% | +61.8% | +483.7% | +447.7% |
| 5Y | +584.7% | +254.1% | +330.6% | +383.6% |
| All | +617.4% | +189.0% | +428.4% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling