+271.6%
SPOT vs RVMD
+622.3%
-350.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | +7.4% | -0.7% | +8.1% | +7.3% |
| 3M | +8.2% | +36.5% | -28.4% | +1.9% |
| 6M | +2.2% | +104.6% | -102.4% | -12.3% |
| YTD | -9.5% | +155.8% | -165.3% | -26.9% |
| 1Y | -23.8% | +340.7% | -364.5% | -45.2% |
| 3Y | +233.5% | +519.9% | -286.5% | +108.6% |
| 5Y | +112.2% | +584.9% | -472.7% | +17.4% |
| All | +271.6% | +622.3% | -350.8% | +88.9% |
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