-52.3%
TEAM vs RVMD
+576.1%
-628.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -3.0% | -2.2% | -4.5% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | +101.5% | +36.5% | +64.9% | +84.8% |
| 6M | +138.2% | +104.6% | +33.6% | +91.0% |
| YTD | +10.8% | +155.8% | -145.0% | -19.4% |
| 1Y | +1.7% | +340.7% | -339.0% | -38.3% |
| 3Y | -16.0% | +519.9% | -536.0% | -58.2% |
| All | -52.3% | +576.1% | -628.4% | -81.0% |
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