+26.4%
USB vs RVMD
+508.4%
-481.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +2.2% |
| 7D | +0.8% | +6.4% | -5.6% | +0.1% |
| 30D | +6.8% | +5.5% | +1.3% | +6.1% |
| 3M | -3.8% | -2.4% | -1.3% | -3.8% |
| 6M | +11.7% | +41.1% | -29.4% | +7.8% |
| YTD | +17.5% | +151.3% | -133.8% | +5.4% |
| 1Y | +33.8% | +228.1% | -194.3% | +16.3% |
| 3Y | +104.2% | +899.8% | -795.5% | +56.6% |
| 5Y | +26.4% | +514.0% | -487.5% | -2.0% |
| All | +26.4% | +508.4% | -481.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling