+617.4%
RVMD vs FND
-8.9%
+626.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +1.1% | -23.6% | +24.6% | +12.0% |
| 3M | +39.6% | +4.3% | +35.3% | +34.3% |
| 6M | +110.7% | -20.3% | +131.0% | +123.3% |
| YTD | +160.3% | -21.3% | +181.6% | +176.1% |
| 1Y | +404.9% | -45.4% | +450.3% | +524.3% |
| 3Y | +545.5% | -48.9% | +594.3% | +660.4% |
| 5Y | +584.7% | -61.0% | +645.7% | +760.5% |
| All | +617.4% | -8.9% | +626.3% | +449.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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