+579.8%
RVMD vs Z
-65.8%
+645.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.7% | -7.1% | +6.3% | +1.4% |
| 30D | +0.3% | -4.8% | +5.1% | +1.2% |
| 3M | +38.9% | -9.3% | +48.2% | +41.0% |
| 6M | +108.1% | -29.0% | +137.1% | +127.1% |
| YTD | +160.7% | -52.9% | +213.6% | +221.6% |
| 1Y | +407.3% | -63.1% | +470.4% | +574.9% |
| 3Y | +546.6% | -36.9% | +583.4% | +568.5% |
| 5Y | +579.8% | -65.5% | +645.3% | +533.7% |
| All | +579.8% | -65.8% | +645.6% | +533.7% |
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