+618.6%
RVMD vs REPL
-15.5%
+634.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.3% |
| 7D | -0.7% | -9.6% | +8.8% | 0.0% |
| 30D | +0.3% | +5.7% | -5.4% | -0.2% |
| 3M | +38.9% | +56.4% | -17.5% | +29.7% |
| 6M | +108.1% | +67.4% | +40.7% | +79.5% |
| YTD | +160.7% | +48.7% | +112.1% | +127.0% |
| 1Y | +407.3% | +148.3% | +259.0% | +278.0% |
| 3Y | +546.6% | -26.7% | +573.3% | +342.0% |
| 5Y | +579.8% | -54.1% | +633.9% | +399.2% |
| All | +618.6% | -15.5% | +634.2% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling