+592.6%
RVMD vs RACE
+157.5%
+435.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.7% | +3.4% | +3.8% |
| 7D | +6.4% | +3.9% | +2.4% | +4.7% |
| 30D | +5.5% | +7.4% | -2.0% | +2.2% |
| 3M | -2.4% | +1.6% | -4.0% | -3.5% |
| 6M | +41.1% | +23.3% | +17.8% | +26.7% |
| YTD | +151.3% | +14.7% | +136.6% | +130.7% |
| 1Y | +228.1% | +2.5% | +225.5% | +217.5% |
| 3Y | +899.8% | +28.0% | +871.8% | +694.5% |
| 5Y | +514.0% | +69.8% | +444.1% | +296.9% |
| All | +592.6% | +157.5% | +435.0% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling