+605.1%
RVMD vs TRU
-14.8%
+619.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -3.0% | -2.7% | -0.2% | -1.9% |
| 30D | -0.7% | -2.0% | +1.3% | -0.3% |
| 3M | +36.5% | +18.4% | +18.1% | +25.5% |
| 6M | +104.6% | +8.9% | +95.7% | +94.2% |
| YTD | +155.8% | -8.9% | +164.8% | +158.0% |
| 1Y | +340.7% | -15.9% | +356.6% | +356.2% |
| 3Y | +519.9% | -1.1% | +521.0% | +472.2% |
| 5Y | +584.9% | -35.2% | +620.1% | +660.2% |
| All | +605.1% | -14.8% | +619.9% | +590.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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