+442.1%
RVMD vs Z
-53.4%
+495.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -3.4% |
| 7D | -10.4% | +0.8% | -11.2% | -10.7% |
| 30D | -11.0% | +5.2% | -16.2% | -13.1% |
| 3M | -14.7% | -17.0% | +2.3% | -10.7% |
| 6M | +14.9% | -22.7% | +37.6% | +21.8% |
| YTD | +116.3% | -56.3% | +172.6% | +177.2% |
| 1Y | +167.6% | -57.7% | +225.3% | +245.3% |
| 3Y | +776.8% | -16.5% | +793.3% | +667.8% |
| All | +442.1% | -53.4% | +495.6% | +464.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling