-66.3%
SE vs RVMD
+591.3%
-657.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -5.3% | +0.3% | -5.6% | -5.6% |
| 3M | +28.1% | +38.9% | -10.8% | +16.5% |
| 6M | +20.7% | +108.1% | -87.5% | -4.2% |
| YTD | -14.8% | +160.7% | -175.5% | -38.6% |
| 1Y | -43.6% | +407.3% | -450.9% | -67.6% |
| 3Y | +184.2% | +546.6% | -362.4% | +33.6% |
| 5Y | -66.3% | +579.8% | -646.1% | -88.0% |
| All | -66.3% | +591.3% | -657.6% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling