+519.9%
RVMD vs USFR
+14.1%
+505.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -2.8% |
| 30D | -0.7% | +0.4% | -1.1% | -0.4% |
| 3M | +36.5% | +1.0% | +35.5% | +37.3% |
| 6M | +104.6% | +2.0% | +102.6% | +104.9% |
| YTD | +155.8% | +2.8% | +153.1% | +152.0% |
| 1Y | +340.7% | +4.1% | +336.6% | +317.5% |
| 3Y | +519.9% | +14.1% | +505.8% | +389.9% |
| All | +519.9% | +14.1% | +505.8% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling