+46.7%
USB vs RVMD
+584.4%
-537.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +6.4% | +1.7% | +4.7% | +6.0% |
| 3M | -4.5% | -6.7% | +2.2% | -4.0% |
| 6M | +11.4% | +36.1% | -24.8% | +6.7% |
| YTD | +17.1% | +142.4% | -125.3% | +2.1% |
| 1Y | +32.6% | +207.8% | -175.2% | +11.9% |
| 3Y | +101.8% | +879.5% | -777.7% | +43.3% |
| 5Y | +25.1% | +509.0% | -483.9% | -11.5% |
| All | +46.7% | +584.4% | -537.7% | -11.3% |
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