-25.8%
TE vs RVMD
+244.4%
-270.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.0% |
| 7D | +3.8% | +5.8% | -2.0% | +2.8% |
| 30D | -26.2% | -3.8% | -22.4% | -25.8% |
| 3M | -49.7% | +3.2% | -52.9% | -49.9% |
| 6M | -46.5% | +35.0% | -81.5% | -47.8% |
| YTD | -59.1% | +150.7% | -209.9% | -58.4% |
| 1Y | -25.8% | +241.0% | -266.8% | -26.0% |
| All | -25.8% | +244.4% | -270.2% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling