+108.8%
V vs RVMD
+504.8%
-396.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +9.9% | +1.7% | +8.2% | +9.6% |
| 3M | +17.5% | -6.7% | +24.2% | +17.9% |
| 6M | +33.5% | +36.1% | -2.7% | +29.3% |
| YTD | +21.6% | +142.4% | -120.8% | +9.6% |
| 1Y | +27.6% | +207.8% | -180.2% | +12.1% |
| 3Y | +76.4% | +879.5% | -803.1% | +33.4% |
| All | +108.8% | +504.8% | -396.0% | +61.8% |
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 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