-49.7%
TE vs RVMD
+574.7%
-624.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.1% |
| 7D | +0.9% | -3.6% | +4.4% | +2.0% |
| 30D | -16.3% | -1.1% | -15.2% | -16.1% |
| 3M | -40.8% | +41.0% | -81.8% | -46.4% |
| 6M | -42.6% | +105.7% | -148.3% | -55.2% |
| YTD | -31.4% | +155.3% | -186.7% | -51.5% |
| 1Y | +144.9% | +402.7% | -257.8% | +35.0% |
| 3Y | -26.0% | +533.1% | -559.1% | -63.6% |
| All | -49.7% | +574.7% | -624.4% | -79.0% |
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 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