+617.4%
RVMD vs USFD
+155.0%
+462.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.2% | -3.3% | +2.1% | 0.0% |
| 30D | +1.1% | -5.3% | +6.4% | +3.1% |
| 3M | +39.6% | +18.8% | +20.8% | +30.4% |
| 6M | +110.7% | +14.3% | +96.4% | +98.7% |
| YTD | +160.3% | +36.9% | +123.4% | +127.1% |
| 1Y | +404.9% | +31.7% | +373.2% | +346.6% |
| 3Y | +545.5% | +164.5% | +381.0% | +336.3% |
| 5Y | +584.7% | +212.6% | +372.1% | +333.8% |
| All | +617.4% | +155.0% | +462.4% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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