+43.5%
USB vs RVMD
+581.6%
-538.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +5.8% | -4.3% | +10.1% | +6.1% |
| 3M | -6.0% | -2.8% | -3.2% | -6.0% |
| 6M | +7.8% | +27.3% | -19.5% | +4.0% |
| YTD | +14.6% | +141.4% | -126.8% | 0.0% |
| 1Y | +31.8% | +213.3% | -181.5% | +10.9% |
| 3Y | +91.5% | +792.7% | -701.1% | +37.5% |
| 5Y | +22.0% | +470.6% | -448.5% | -12.7% |
| All | +43.5% | +581.6% | -538.1% | -13.1% |
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 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