+603.6%
RVMD vs ITOT
+139.8%
+463.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.3% |
| 7D | -3.6% | -2.0% | -1.5% | -1.2% |
| 30D | -1.1% | -2.0% | +0.9% | +1.1% |
| 3M | +41.0% | +4.5% | +36.5% | +33.9% |
| 6M | +105.7% | +12.6% | +93.1% | +79.9% |
| YTD | +155.3% | +12.0% | +143.3% | +124.2% |
| 1Y | +402.7% | +17.3% | +385.5% | +319.1% |
| 3Y | +533.1% | +75.2% | +457.8% | +234.4% |
| 5Y | +583.5% | +74.0% | +509.5% | +272.1% |
| All | +603.6% | +139.8% | +463.9% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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