+148.6%
TE vs RVMD
+430.6%
-282.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.0% | +1.0% | -5.0% | -4.1% |
| 30D | -15.9% | +6.4% | -22.4% | -16.5% |
| 3M | -60.5% | +34.9% | -95.4% | -61.5% |
| 6M | -35.2% | +107.6% | -142.8% | -39.4% |
| YTD | -31.1% | +163.7% | -194.8% | -31.6% |
| 1Y | +148.6% | +439.2% | -290.6% | +156.0% |
| All | +148.6% | +430.6% | -282.0% | +156.0% |
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