+357.1%
TPR vs RVMD
+636.2%
-279.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -7.3% | -0.7% | -6.6% | -7.2% |
| 30D | -30.7% | +0.3% | -31.1% | -30.8% |
| 3M | -21.6% | +38.9% | -60.5% | -26.6% |
| 6M | -21.3% | +108.1% | -129.4% | -33.0% |
| YTD | -10.2% | +160.7% | -170.9% | -27.9% |
| 1Y | +9.5% | +407.3% | -397.8% | -24.1% |
| 3Y | +280.8% | +546.6% | -265.8% | +135.0% |
| 5Y | +218.7% | +579.8% | -361.1% | +77.3% |
| All | +357.1% | +636.2% | -279.1% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling