-50.5%
TE vs RVMD
+636.2%
-686.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | +15.0% | -0.7% | +15.7% | +15.2% |
| 30D | -7.5% | +0.3% | -7.9% | -7.7% |
| 3M | -42.0% | +38.9% | -80.8% | -46.0% |
| 6M | -31.4% | +108.1% | -139.5% | -42.9% |
| YTD | -26.5% | +160.7% | -187.2% | -43.0% |
| 1Y | +153.1% | +407.3% | -254.2% | +66.0% |
| 3Y | -20.7% | +546.6% | -567.3% | -51.7% |
| 5Y | -45.4% | +579.8% | -625.2% | -69.9% |
| All | -50.5% | +636.2% | -686.7% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling