+114.2%
V vs RVMD
+584.4%
-470.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 6M | +33.5% | +36.1% | -2.7% | +28.7% |
| YTD | +21.6% | +142.4% | -120.8% | +8.2% |
| 1Y | +27.6% | +207.8% | -180.2% | +10.4% |
| 3Y | +76.4% | +879.5% | -803.1% | +30.4% |
| 5Y | +103.8% | +509.0% | -405.2% | +48.7% |
| All | +114.2% | +584.4% | -470.2% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling