+39.6%
RVMD vs XE
-13.1%
+52.7%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.1% | -9.4% | -1.9% |
| 7D | -1.2% | +4.0% | -5.2% | -1.5% |
| 30D | +1.1% | -15.5% | +16.5% | +2.5% |
| 3M | +39.6% | -14.6% | +54.2% | +41.6% |
| All | +39.6% | -13.1% | +52.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling