+518.6%
RVMD vs FTV
-5.5%
+524.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.0% |
| 7D | -3.6% | -5.2% | +1.6% | -1.2% |
| 30D | -1.1% | -11.5% | +10.4% | +4.4% |
| 3M | +41.0% | -9.0% | +50.1% | +46.0% |
| 6M | +105.7% | -2.0% | +107.7% | +105.1% |
| YTD | +155.3% | -0.9% | +156.2% | +149.2% |
| 1Y | +402.7% | +14.8% | +387.9% | +347.0% |
| All | +518.6% | -5.5% | +524.2% | +436.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling