+603.6%
RVMD vs Z
-38.0%
+641.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.2% |
| 7D | -3.6% | -11.6% | +8.0% | +0.1% |
| 30D | -1.1% | -8.5% | +7.4% | +1.1% |
| 3M | +41.0% | -7.9% | +48.9% | +42.4% |
| 6M | +105.7% | -29.1% | +134.8% | +124.6% |
| YTD | +155.3% | -54.2% | +209.5% | +217.6% |
| 1Y | +402.7% | -63.5% | +466.3% | +569.7% |
| 3Y | +533.1% | -38.6% | +571.7% | +565.0% |
| 5Y | +583.5% | -66.0% | +649.5% | +686.9% |
| All | +603.6% | -38.0% | +641.7% | +497.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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