+108.6%
VT vs RVMD
+581.6%
-473.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -8.0% | -0.7% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -5.0% | -4.3% | -0.7% | -4.7% |
| 3M | -4.9% | -2.8% | -2.1% | -4.8% |
| 6M | -1.5% | +27.3% | -28.8% | -4.5% |
| YTD | +8.5% | +141.4% | -132.9% | -3.7% |
| 1Y | +11.4% | +213.3% | -201.9% | -4.3% |
| 3Y | +70.1% | +792.7% | -722.6% | +26.7% |
| 5Y | +53.7% | +470.6% | -416.8% | +12.8% |
| All | +108.6% | +581.6% | -473.0% | +34.2% |
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