+579.8%
RVMD vs TAP
-0.5%
+580.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.7% | -5.1% | +4.3% | 0.0% |
| 30D | +0.3% | -8.4% | +8.8% | +1.6% |
| 3M | +38.9% | -3.9% | +42.8% | +39.0% |
| 6M | +108.1% | -14.4% | +122.5% | +112.8% |
| YTD | +160.7% | -14.7% | +175.5% | +165.8% |
| 1Y | +407.3% | -18.7% | +426.0% | +422.2% |
| 3Y | +546.6% | -32.6% | +579.2% | +589.4% |
| 5Y | +579.8% | -1.4% | +581.2% | +538.2% |
| All | +579.8% | -0.5% | +580.3% | +538.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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