+64.2%
T vs RVMD
+591.3%
-527.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -0.7% | -2.3% | -3.1% |
| 30D | +4.6% | +0.3% | +4.2% | +4.5% |
| 3M | +12.2% | +38.9% | -26.6% | +11.1% |
| 6M | -6.5% | +108.1% | -114.6% | -8.8% |
| YTD | +4.9% | +160.7% | -155.8% | +1.0% |
| 1Y | -10.5% | +407.3% | -417.8% | -16.7% |
| 3Y | +104.6% | +546.6% | -442.0% | +84.1% |
| 5Y | +64.2% | +579.8% | -515.6% | +41.2% |
| All | +64.2% | +591.3% | -527.1% | +41.2% |
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