+47.8%
VMC vs RVMD
+576.1%
-528.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -3.0% | -0.8% | -3.5% |
| 30D | -9.7% | -0.7% | -9.0% | -9.7% |
| 3M | -9.6% | +36.5% | -46.2% | -12.7% |
| 6M | -4.8% | +104.6% | -109.4% | -12.7% |
| YTD | -10.9% | +155.8% | -166.7% | -20.9% |
| 1Y | -15.6% | +340.7% | -356.3% | -30.1% |
| 3Y | +19.3% | +519.9% | -500.6% | -8.0% |
| All | +47.8% | +576.1% | -528.3% | +4.5% |
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