+579.8%
RVMD vs RVTY
-34.2%
+614.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.3% |
| 7D | -0.7% | -5.4% | +4.7% | +1.7% |
| 30D | +0.3% | +6.7% | -6.4% | -2.8% |
| 3M | +38.9% | +19.0% | +19.9% | +27.2% |
| 6M | +108.1% | +34.6% | +73.5% | +78.8% |
| YTD | +160.7% | +28.3% | +132.5% | +127.3% |
| 1Y | +407.3% | +46.0% | +361.2% | +311.8% |
| 3Y | +546.6% | +16.9% | +529.7% | +458.9% |
| 5Y | +579.8% | -32.9% | +612.7% | +714.9% |
| All | +579.8% | -34.2% | +614.0% | +714.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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