-65.4%
TEAM vs RVMD
+425.4%
-490.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.9% |
| 7D | -2.4% | -10.4% | +8.0% | +0.2% |
| 30D | -26.7% | -11.0% | -15.7% | -25.2% |
| 3M | -9.6% | -14.7% | +5.1% | -7.1% |
| 6M | +86.0% | +14.9% | +71.1% | +75.9% |
| YTD | -7.5% | +116.3% | -123.8% | -31.0% |
| 1Y | -1.4% | +167.6% | -169.0% | -31.5% |
| 3Y | -14.3% | +776.8% | -791.1% | -62.0% |
| All | -65.4% | +425.4% | -490.9% | -84.7% |
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