+124.6%
SE vs RVMD
+620.8%
-496.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -4.8% | -3.6% | -1.2% | -3.9% |
| 30D | -18.1% | -1.1% | -17.0% | -18.0% |
| 3M | +30.6% | +41.0% | -10.4% | +18.7% |
| 6M | +20.8% | +105.7% | -84.9% | -3.2% |
| YTD | -15.6% | +155.3% | -170.9% | -37.9% |
| 1Y | -44.2% | +402.7% | -446.9% | -66.8% |
| 3Y | +181.5% | +533.1% | -351.6% | +41.4% |
| 5Y | -66.9% | +583.5% | -650.4% | -85.6% |
| All | +124.6% | +620.8% | -496.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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