+617.4%
RVMD vs XHB
+118.1%
+499.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.3% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | +1.1% | -9.1% | +10.1% | +7.2% |
| 3M | +39.6% | -2.3% | +41.9% | +40.2% |
| 6M | +110.7% | -4.1% | +114.8% | +112.9% |
| YTD | +160.3% | -1.7% | +162.0% | +157.1% |
| 1Y | +404.9% | -15.1% | +420.0% | +449.9% |
| 3Y | +545.5% | +26.8% | +518.6% | +408.4% |
| 5Y | +584.7% | +37.3% | +547.3% | +400.7% |
| All | +617.4% | +118.1% | +499.3% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling