+617.4%
RVMD vs VEU
+94.0%
+523.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -1.2% | +1.7% | -2.9% | -3.0% |
| 30D | +1.1% | +1.0% | +0.1% | -0.2% |
| 3M | +39.6% | +5.6% | +34.0% | +31.2% |
| 6M | +110.7% | +13.7% | +97.0% | +82.1% |
| YTD | +160.3% | +17.7% | +142.6% | +114.9% |
| 1Y | +404.9% | +25.8% | +379.2% | +287.2% |
| 3Y | +545.5% | +77.1% | +468.3% | +234.1% |
| 5Y | +584.7% | +57.1% | +527.5% | +309.0% |
| All | +617.4% | +94.0% | +523.3% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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