+253.1%
TER vs RVMD
+510.7%
-257.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.9% |
| 7D | +14.4% | -10.4% | +24.8% | +16.9% |
| 30D | -30.6% | -11.0% | -19.6% | -28.8% |
| 3M | -39.2% | -14.7% | -24.5% | -37.2% |
| 6M | -31.3% | +14.9% | -46.2% | -32.9% |
| YTD | +29.1% | +116.3% | -87.2% | +7.8% |
| 1Y | +47.4% | +167.6% | -120.2% | +17.7% |
| 3Y | +191.2% | +776.8% | -585.6% | +77.6% |
| 5Y | +74.0% | +424.8% | -350.8% | +4.8% |
| All | +253.1% | +510.7% | -257.7% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling