+617.4%
RVMD vs VCLT
-8.5%
+625.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | +1.1% | -0.6% | +1.6% | +1.4% |
| 3M | +39.6% | -2.2% | +41.9% | +41.9% |
| 6M | +110.7% | -2.9% | +113.6% | +115.5% |
| YTD | +160.3% | -2.1% | +162.3% | +165.0% |
| 1Y | +404.9% | -2.6% | +407.5% | +416.1% |
| 3Y | +545.5% | +12.5% | +533.0% | +499.1% |
| 5Y | +584.7% | -15.3% | +600.0% | +621.4% |
| All | +617.4% | -8.5% | +625.9% | +697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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