+100.5%
VEA vs RVMD
+636.2%
-535.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | -0.7% | +1.1% | +0.4% |
| 30D | +0.4% | +0.3% | +0.1% | +0.4% |
| 3M | +4.8% | +38.9% | -34.1% | +1.4% |
| 6M | +11.3% | +108.1% | -96.9% | +2.6% |
| YTD | +17.4% | +160.7% | -143.4% | +5.1% |
| 1Y | +26.2% | +407.3% | -381.1% | +5.2% |
| 3Y | +77.7% | +546.6% | -468.8% | +40.2% |
| 5Y | +60.9% | +579.8% | -518.9% | +20.3% |
| All | +100.5% | +636.2% | -535.7% | +33.1% |
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