+583.5%
RVMD vs XHB
+30.4%
+553.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -0.5% |
| 7D | -3.6% | -5.2% | +1.7% | 0.0% |
| 30D | -1.1% | -12.1% | +11.1% | +7.7% |
| 3M | +41.0% | -6.2% | +47.2% | +45.5% |
| 6M | +105.7% | -6.7% | +112.4% | +111.5% |
| YTD | +155.3% | -5.5% | +160.8% | +158.1% |
| 1Y | +402.7% | -15.6% | +418.4% | +451.8% |
| 3Y | +533.1% | +22.0% | +511.1% | +380.7% |
| 5Y | +583.5% | +31.8% | +551.7% | +343.9% |
| All | +583.5% | +30.4% | +553.1% | +343.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling