+67.1%
V vs RVMD
+570.7%
-503.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.7% |
| 3M | +15.5% | +39.6% | -24.1% | +12.2% |
| 6M | +16.6% | +110.7% | -94.1% | +8.2% |
| YTD | +5.7% | +160.3% | -154.5% | -4.6% |
| 1Y | +8.6% | +404.9% | -396.4% | -8.8% |
| 3Y | +52.5% | +545.5% | -492.9% | +21.2% |
| 5Y | +67.1% | +584.7% | -517.5% | +22.8% |
| All | +67.1% | +570.7% | -503.6% | +22.8% |
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