+405.1%
TER vs RVMD
+644.5%
-239.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.4% |
| 30D | -8.3% | +6.4% | -14.7% | -9.5% |
| 3M | -12.2% | +34.9% | -47.1% | -17.0% |
| 6M | +17.1% | +107.6% | -90.5% | +0.4% |
| YTD | +84.7% | +163.7% | -79.0% | +48.3% |
| 1Y | +199.9% | +439.2% | -239.3% | +106.0% |
| 3Y | +232.8% | +499.2% | -266.4% | +113.1% |
| 5Y | +198.6% | +621.7% | -423.1% | +68.3% |
| All | +405.1% | +644.5% | -239.3% | +150.5% |
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