+545.5%
RVMD vs Z
-37.5%
+582.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.2% | 0.0% |
| 7D | -1.2% | -3.3% | +2.0% | -0.6% |
| 30D | +1.1% | -3.7% | +4.8% | +1.4% |
| 3M | +39.6% | -7.0% | +46.6% | +40.5% |
| 6M | +110.7% | -29.5% | +140.2% | +125.1% |
| YTD | +160.3% | -52.6% | +212.9% | +203.7% |
| 1Y | +404.9% | -64.0% | +468.9% | +530.0% |
| 3Y | +545.5% | -36.4% | +581.9% | +536.0% |
| All | +545.5% | -37.5% | +582.9% | +536.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling