+510.2%
RVMD vs USFD
+167.7%
+342.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -6.4% | +10.6% | -17.0% | -9.9% |
| 3M | -14.1% | -2.4% | -11.7% | -13.6% |
| 6M | +21.0% | +28.9% | -7.9% | +9.2% |
| YTD | +121.4% | +43.7% | +77.7% | +89.1% |
| 1Y | +167.9% | +48.5% | +119.4% | +125.7% |
| 3Y | +794.7% | +154.7% | +640.0% | +511.3% |
| 5Y | +437.2% | +218.4% | +218.8% | +236.9% |
| All | +510.2% | +167.7% | +342.5% | +332.2% |
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