+605.1%
RVMD vs RSG
+148.2%
+456.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -0.7% | +4.0% | -4.7% | -2.4% |
| 3M | +36.5% | +7.4% | +29.2% | +31.6% |
| 6M | +104.6% | +0.1% | +104.5% | +102.7% |
| YTD | +155.8% | +6.0% | +149.8% | +145.4% |
| 1Y | +340.7% | -3.0% | +343.7% | +341.9% |
| 3Y | +519.9% | +56.5% | +463.4% | +379.9% |
| 5Y | +584.9% | +90.9% | +494.0% | +365.4% |
| All | +605.1% | +148.2% | +456.9% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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