+587.0%
RVMD vs VSXY
+37.7%
+549.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | -0.7% | -10.7% | +10.0% | +0.6% |
| 30D | +0.3% | -24.3% | +24.6% | +3.9% |
| 3M | +38.9% | +1.0% | +37.9% | +37.8% |
| 6M | +108.1% | +57.4% | +50.8% | +88.2% |
| YTD | +160.7% | +39.8% | +121.0% | +139.7% |
| 1Y | +407.3% | +196.5% | +210.8% | +305.9% |
| 3Y | +546.6% | +357.2% | +189.3% | +337.0% |
| 5Y | +579.8% | +18.9% | +560.9% | +463.8% |
| All | +587.0% | +37.7% | +549.3% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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