+582.3%
RVMD vs RACE
+93.6%
+488.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.4% |
| 7D | +1.0% | -2.5% | +3.5% | +2.0% |
| 30D | +6.4% | +0.8% | +5.7% | +5.8% |
| 3M | +34.9% | +17.2% | +17.7% | +25.2% |
| 6M | +107.6% | +13.6% | +94.0% | +94.1% |
| YTD | +163.7% | +12.2% | +151.5% | +146.1% |
| 1Y | +439.2% | -16.3% | +455.5% | +472.4% |
| 3Y | +499.2% | +36.4% | +462.8% | +342.0% |
| All | +582.3% | +93.6% | +488.8% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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