-53.5%
TE vs RVMD
+622.3%
-675.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | -5.9% | -0.7% | -5.2% | -5.8% |
| 3M | -45.6% | +36.5% | -82.1% | -49.2% |
| 6M | -43.4% | +104.6% | -148.0% | -52.7% |
| YTD | -31.0% | +155.8% | -186.8% | -46.2% |
| 1Y | +145.2% | +340.7% | -195.5% | +66.8% |
| 3Y | -24.1% | +519.9% | -544.0% | -53.3% |
| 5Y | -48.1% | +584.9% | -633.1% | -71.3% |
| All | -53.5% | +622.3% | -675.9% | -74.3% |
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