+123.4%
VRT vs RVMD
+430.6%
-307.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +9.1% | +1.0% | +8.1% | +9.0% |
| 30D | +0.9% | +6.4% | -5.5% | +0.4% |
| 3M | -13.4% | +34.9% | -48.3% | -15.7% |
| 6M | +11.7% | +107.6% | -95.9% | +4.9% |
| YTD | +73.2% | +163.7% | -90.4% | +60.9% |
| 1Y | +123.4% | +439.2% | -315.8% | +105.4% |
| All | +123.4% | +430.6% | -307.2% | +105.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling