+626.7%
RVMD vs TAP
-11.9%
+638.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | +6.4% | -2.1% | +8.6% | +6.8% |
| 3M | +34.9% | +6.6% | +28.3% | +31.9% |
| 6M | +107.6% | -11.5% | +119.0% | +112.1% |
| YTD | +163.7% | -10.3% | +173.9% | +167.4% |
| 1Y | +439.2% | -14.4% | +453.6% | +452.6% |
| 3Y | +499.2% | -28.3% | +527.5% | +537.5% |
| 5Y | +621.7% | +1.7% | +620.0% | +574.6% |
| All | +626.7% | -11.9% | +638.6% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling