+276.0%
TER vs RVMD
+540.6%
-264.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.4% | +14.7% | +9.6% |
| 7D | +5.9% | -9.5% | +15.4% | +8.2% |
| 30D | -30.8% | -6.8% | -23.9% | -29.7% |
| 3M | -29.9% | -12.1% | -17.9% | -28.2% |
| 6M | -27.5% | +25.4% | -52.8% | -30.4% |
| YTD | +37.5% | +126.9% | -89.4% | +13.7% |
| 1Y | +50.3% | +182.0% | -131.7% | +18.7% |
| 3Y | +204.9% | +816.8% | -611.9% | +84.2% |
| 5Y | +89.2% | +464.0% | -374.8% | +12.3% |
| All | +276.0% | +540.6% | -264.5% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling