+605.1%
RVMD vs XHB
+113.1%
+492.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.8% |
| 7D | -3.0% | -4.6% | +1.7% | 0.0% |
| 30D | -0.7% | -9.1% | +8.4% | +5.4% |
| 3M | +36.5% | -8.6% | +45.1% | +43.3% |
| 6M | +104.6% | -4.0% | +108.6% | +106.5% |
| YTD | +155.8% | -3.9% | +159.8% | +156.5% |
| 1Y | +340.7% | -16.5% | +357.1% | +384.2% |
| 3Y | +519.9% | +22.6% | +497.4% | +399.6% |
| 5Y | +584.9% | +33.9% | +551.0% | +408.9% |
| All | +605.1% | +113.1% | +492.0% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling