+340.7%
RVMD vs FTV
+14.7%
+326.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.0% | -4.0% | +1.0% | -2.6% |
| 30D | -0.7% | -11.0% | +10.3% | +0.4% |
| 3M | +36.5% | -8.4% | +45.0% | +37.5% |
| 6M | +104.6% | -2.6% | +107.2% | +105.2% |
| YTD | +155.8% | -0.6% | +156.4% | +155.9% |
| 1Y | +340.7% | +11.0% | +329.7% | +333.7% |
| All | +340.7% | +14.7% | +326.0% | +333.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling