+219.1%
TER vs RVMD
+570.7%
-351.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | +11.0% | -1.2% | +12.2% | +11.2% |
| 30D | -1.9% | +1.1% | -2.9% | -2.1% |
| 3M | -0.7% | +39.6% | -40.3% | -6.7% |
| 6M | +36.4% | +110.7% | -74.3% | +16.9% |
| YTD | +92.4% | +160.3% | -67.8% | +55.2% |
| 1Y | +213.5% | +404.9% | -191.4% | +117.9% |
| 3Y | +277.2% | +545.5% | -268.2% | +137.1% |
| 5Y | +219.1% | +584.7% | -365.5% | +76.4% |
| All | +219.1% | +570.7% | -351.6% | +76.4% |
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 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