+617.4%
RVMD vs FTV
+17.5%
+599.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +1.1% | -8.3% | +9.4% | +5.4% |
| 3M | +39.6% | -7.4% | +47.0% | +44.1% |
| 6M | +110.7% | -1.2% | +111.9% | +109.8% |
| YTD | +160.3% | +2.7% | +157.6% | +150.4% |
| 1Y | +404.9% | +18.4% | +386.5% | +348.2% |
| 3Y | +545.5% | -2.0% | +547.5% | +527.0% |
| 5Y | +584.7% | +3.4% | +581.3% | +533.2% |
| All | +617.4% | +17.5% | +599.9% | +545.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling