+80.4%
VSH vs RVMD
+622.3%
-542.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +4.8% | -3.0% | +7.7% | +5.4% |
| 30D | -0.7% | -0.7% | 0.0% | -0.6% |
| 3M | -43.1% | +36.5% | -79.6% | -46.4% |
| 6M | +91.8% | +104.6% | -12.8% | +63.5% |
| YTD | +131.6% | +155.8% | -24.2% | +85.7% |
| 1Y | +118.1% | +340.7% | -222.6% | +54.9% |
| 3Y | +40.9% | +519.9% | -479.0% | -10.3% |
| 5Y | +75.8% | +584.9% | -509.2% | +1.3% |
| All | +80.4% | +622.3% | -542.0% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling