+605.1%
RVMD vs FTV
+13.7%
+591.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -3.0% | -4.0% | +1.0% | -1.0% |
| 30D | -0.7% | -11.0% | +10.3% | +5.1% |
| 3M | +36.5% | -8.4% | +45.0% | +41.7% |
| 6M | +104.6% | -2.6% | +107.2% | +105.2% |
| YTD | +155.8% | -0.6% | +156.4% | +150.3% |
| 1Y | +340.7% | +11.0% | +329.7% | +304.3% |
| 3Y | +519.9% | -6.3% | +526.3% | +516.3% |
| 5Y | +584.9% | -1.5% | +586.5% | +548.6% |
| All | +605.1% | +13.7% | +591.4% | +544.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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