+25.7%
USB vs RVMD
+425.4%
-399.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +2.6% | -10.4% | +13.0% | +3.5% |
| 30D | +8.4% | -11.0% | +19.4% | +9.3% |
| 3M | -5.5% | -14.7% | +9.2% | -4.5% |
| 6M | +17.7% | +14.9% | +2.8% | +15.6% |
| YTD | +17.6% | +116.3% | -98.7% | +6.8% |
| 1Y | +33.9% | +167.6% | -133.7% | +18.6% |
| 3Y | +103.8% | +776.8% | -673.0% | +57.9% |
| All | +25.7% | +425.4% | -399.8% | -3.0% |
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