+57.8%
T vs RVMD
+425.4%
-367.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +2.5% | -10.4% | +12.9% | +2.8% |
| 30D | -3.8% | -11.0% | +7.2% | -3.6% |
| 3M | -8.7% | -14.7% | +6.0% | -8.5% |
| 6M | -8.1% | +14.9% | -23.0% | -8.7% |
| YTD | -6.4% | +116.3% | -122.8% | -9.6% |
| 1Y | -9.8% | +167.6% | -177.4% | -13.7% |
| 3Y | +65.5% | +776.8% | -711.3% | +46.4% |
| All | +57.8% | +425.4% | -367.6% | +33.1% |
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