+15.1%
UL vs RVMD
+622.3%
-607.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.4% | -3.0% | -0.4% | -3.3% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +7.2% | +36.5% | -29.3% | +5.6% |
| 6M | -3.1% | +104.6% | -107.7% | -6.8% |
| YTD | -2.7% | +155.8% | -158.5% | -8.0% |
| 1Y | -10.2% | +340.7% | -350.9% | -17.8% |
| 3Y | +20.3% | +519.9% | -499.7% | +5.7% |
| 5Y | +19.9% | +584.9% | -565.0% | +1.3% |
| All | +15.1% | +622.3% | -607.3% | -13.2% |
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