+292.2%
TER vs RVMD
+549.6%
-257.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | +12.4% | -0.7% | +13.1% | +12.5% |
| 30D | +5.1% | +0.3% | +4.8% | +5.0% |
| 3M | +4.0% | +38.9% | -34.9% | -0.9% |
| 6M | +29.5% | +108.1% | -78.6% | +16.2% |
| YTD | +98.5% | +160.7% | -62.3% | +69.7% |
| 1Y | +234.1% | +407.3% | -173.2% | +152.8% |
| All | +292.2% | +549.6% | -257.4% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling