+423.8%
TER vs RVMD
+620.8%
-197.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | +9.4% | -3.6% | +12.9% | +10.2% |
| 30D | -2.4% | -1.1% | -1.4% | -2.3% |
| 3M | +6.5% | +41.0% | -34.5% | -0.2% |
| 6M | +23.2% | +105.7% | -82.5% | +5.8% |
| YTD | +91.5% | +155.3% | -63.8% | +54.7% |
| 1Y | +214.8% | +402.7% | -187.9% | +119.5% |
| 3Y | +275.3% | +533.1% | -257.8% | +137.2% |
| 5Y | +211.9% | +583.5% | -371.6% | +77.8% |
| All | +423.8% | +620.8% | -197.1% | +161.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling