+2,125.9%
VRT vs RVMD
+644.5%
+1,481.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +9.1% | +1.0% | +8.1% | +8.8% |
| 30D | +0.9% | +6.4% | -5.5% | -0.7% |
| 3M | -13.4% | +34.9% | -48.3% | -19.7% |
| 6M | +11.7% | +107.6% | -95.9% | -9.1% |
| YTD | +73.2% | +163.7% | -90.4% | +29.8% |
| 1Y | +123.4% | +439.2% | -315.8% | +37.3% |
| 3Y | +606.2% | +499.2% | +107.0% | +299.2% |
| 5Y | +899.9% | +621.7% | +278.2% | +390.2% |
| All | +2,125.9% | +644.5% | +1,481.4% | +744.2% |
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