+605.1%
RVMD vs XYL
+31.3%
+573.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.0% | +1.2% | -4.2% | -3.6% |
| 30D | -0.7% | -11.9% | +11.2% | +5.7% |
| 3M | +36.5% | -1.5% | +38.1% | +36.2% |
| 6M | +104.6% | -11.9% | +116.5% | +115.1% |
| YTD | +155.8% | -20.6% | +176.4% | +181.9% |
| 1Y | +340.7% | -23.5% | +364.2% | +395.2% |
| 3Y | +519.9% | +14.9% | +505.1% | +442.8% |
| 5Y | +584.9% | -15.3% | +600.2% | +581.9% |
| All | +605.1% | +31.3% | +573.8% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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