+47.4%
TER vs RVMD
+162.9%
-115.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.0% |
| 7D | +14.4% | -10.4% | +24.8% | +16.6% |
| 30D | -30.6% | -11.0% | -19.6% | -29.0% |
| 3M | -39.2% | -14.7% | -24.5% | -37.5% |
| 6M | -31.3% | +14.9% | -46.2% | -31.3% |
| YTD | +29.1% | +116.3% | -87.2% | +31.4% |
| 1Y | +47.4% | +167.6% | -120.2% | +36.1% |
| All | +47.4% | +162.9% | -115.5% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling