+605.1%
RVMD vs RUN
-59.2%
+664.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.0% | -3.7% | +0.7% | -2.4% |
| 30D | -0.7% | -13.0% | +12.3% | +1.5% |
| 3M | +36.5% | -31.8% | +68.3% | +44.7% |
| 6M | +104.6% | -32.2% | +136.8% | +114.1% |
| YTD | +155.8% | -53.5% | +209.3% | +178.3% |
| 1Y | +340.7% | -46.5% | +387.2% | +358.0% |
| 3Y | +519.9% | -37.6% | +557.5% | +369.2% |
| 5Y | +584.9% | -80.9% | +665.8% | +547.4% |
| All | +605.1% | -59.2% | +664.3% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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