+46.0%
USB vs RVMD
+525.1%
-479.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +6.3% | -6.4% | +12.7% | +6.8% |
| 3M | -6.1% | -14.1% | +8.0% | -4.8% |
| 6M | +13.0% | +21.0% | -8.0% | +9.7% |
| YTD | +16.6% | +121.4% | -104.8% | +2.7% |
| 1Y | +31.1% | +167.9% | -136.8% | +12.5% |
| 3Y | +100.9% | +794.7% | -693.8% | +44.1% |
| 5Y | +24.5% | +437.2% | -412.6% | -10.4% |
| All | +46.0% | +525.1% | -479.2% | -10.8% |
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