+688.8%
VRT vs RVMD
+443.1%
+245.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +18.6% | -0.7% | +19.4% | +18.7% |
| 30D | -11.7% | -6.4% | -5.2% | -10.3% |
| 3M | -27.3% | -14.1% | -13.2% | -24.8% |
| 6M | -42.9% | +21.0% | -63.9% | -45.7% |
| YTD | +29.5% | +121.4% | -91.9% | +1.7% |
| 1Y | +21.0% | +167.9% | -146.8% | -9.7% |
| 3Y | +403.1% | +794.7% | -391.6% | +167.7% |
| 5Y | +688.8% | +437.2% | +251.7% | +306.0% |
| All | +688.8% | +443.1% | +245.7% | +306.0% |
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 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