-78.2%
SE vs RVMD
+443.1%
-521.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | -1.5% | -0.7% | -0.7% | -1.4% |
| 30D | -22.3% | -6.4% | -15.9% | -21.4% |
| 3M | -41.8% | -14.1% | -27.7% | -40.1% |
| 6M | -22.4% | +21.0% | -43.4% | -27.5% |
| YTD | -41.6% | +121.4% | -163.0% | -56.4% |
| 1Y | -48.0% | +167.9% | -215.9% | -63.6% |
| 3Y | +63.9% | +794.7% | -730.9% | -30.5% |
| 5Y | -78.2% | +437.2% | -515.3% | -92.2% |
| All | -78.2% | +443.1% | -521.3% | -92.2% |
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