+977.6%
VRT vs RVMD
+576.1%
+401.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -8.4% | -3.0% | -5.4% | -7.7% |
| 30D | -10.9% | -0.7% | -10.1% | -10.7% |
| 3M | -13.7% | +36.5% | -50.2% | -20.0% |
| 6M | -4.1% | +104.6% | -108.7% | -21.2% |
| YTD | +58.7% | +155.8% | -97.1% | +20.8% |
| 1Y | +89.6% | +340.7% | -251.1% | +24.2% |
| 3Y | +558.1% | +519.9% | +38.2% | +273.5% |
| All | +977.6% | +576.1% | +401.5% | +414.4% |
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 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