+583.5%
RVMD vs FTV
-3.0%
+586.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.8% |
| 7D | -3.6% | -5.2% | +1.6% | -0.6% |
| 30D | -1.1% | -11.5% | +10.4% | +5.8% |
| 3M | +41.0% | -9.0% | +50.1% | +47.4% |
| 6M | +105.7% | -2.0% | +107.7% | +105.2% |
| YTD | +155.3% | -0.9% | +156.2% | +148.5% |
| 1Y | +402.7% | +14.8% | +387.9% | +342.3% |
| 3Y | +533.1% | -5.5% | +538.6% | +519.2% |
| 5Y | +583.5% | -1.9% | +585.4% | +497.0% |
| All | +583.5% | -3.0% | +586.5% | +497.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling