+605.1%
RVMD vs SITM
+1,914.8%
-1,309.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.0% |
| 7D | -3.0% | +3.9% | -6.8% | -3.8% |
| 30D | -0.7% | -6.6% | +5.9% | +0.3% |
| 3M | +36.5% | -11.9% | +48.4% | +37.1% |
| 6M | +104.6% | +81.1% | +23.5% | +69.2% |
| YTD | +155.8% | +80.0% | +75.9% | +108.7% |
| 1Y | +340.7% | +145.8% | +194.8% | +226.6% |
| 3Y | +519.9% | +475.9% | +44.0% | +233.4% |
| 5Y | +584.9% | +189.2% | +395.7% | +290.1% |
| All | +605.1% | +1,914.8% | -1,309.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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