+82.4%
VMC vs RVMD
+636.2%
-553.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -12.3% | +0.3% | -12.6% | -12.3% |
| 3M | -10.3% | +38.9% | -49.1% | -13.5% |
| 6M | -8.6% | +108.1% | -116.7% | -16.5% |
| YTD | -11.9% | +160.7% | -172.6% | -22.3% |
| 1Y | -13.9% | +407.3% | -421.2% | -30.1% |
| 3Y | +18.2% | +546.6% | -528.4% | -9.7% |
| 5Y | +47.7% | +579.8% | -532.1% | +6.4% |
| All | +82.4% | +636.2% | -553.8% | +12.0% |
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