+617.4%
RVMD vs USFR
+20.6%
+596.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +1.1% | +0.3% | +0.7% | +0.7% |
| 3M | +39.6% | +1.0% | +38.6% | +37.8% |
| 6M | +110.7% | +1.9% | +108.8% | +105.1% |
| YTD | +160.3% | +2.7% | +157.6% | +150.0% |
| 1Y | +404.9% | +4.0% | +400.9% | +373.0% |
| 3Y | +545.5% | +14.0% | +531.4% | +428.5% |
| 5Y | +584.7% | +20.4% | +564.3% | +420.9% |
| All | +617.4% | +20.6% | +596.7% | +435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling