+40.1%
T vs RVMD
+622.3%
-582.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -3.0% | +4.5% | +1.6% |
| 30D | +7.5% | -0.7% | +8.2% | +7.5% |
| 3M | +14.8% | +36.5% | -21.7% | +13.1% |
| 6M | -1.7% | +104.6% | -106.4% | -5.6% |
| YTD | +8.7% | +155.8% | -147.1% | +2.6% |
| 1Y | -7.5% | +340.7% | -348.1% | -15.6% |
| 3Y | +110.2% | +519.9% | -409.7% | +83.1% |
| 5Y | +71.6% | +584.9% | -513.3% | +44.1% |
| All | +40.1% | +622.3% | -582.2% | +11.2% |
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 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