+22.2%
VNQ vs RVMD
+620.8%
-598.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.6% | -3.6% | +0.9% | -2.2% |
| 30D | -2.3% | -1.1% | -1.3% | -2.3% |
| 3M | -2.8% | +41.0% | -43.8% | -6.8% |
| 6M | +2.5% | +105.7% | -103.2% | -7.1% |
| YTD | +8.4% | +155.3% | -146.9% | -5.3% |
| 1Y | +6.8% | +402.7% | -396.0% | -15.0% |
| 3Y | +29.9% | +533.1% | -503.2% | -3.5% |
| 5Y | +7.2% | +583.5% | -576.3% | -25.5% |
| All | +22.2% | +620.8% | -598.6% | -25.0% |
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