+121.8%
VT vs RVMD
+644.5%
-522.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | +1.0% | +6.4% | -5.5% | +0.2% |
| 3M | +2.4% | +34.9% | -32.5% | -1.1% |
| 6M | +12.0% | +107.6% | -95.5% | +2.2% |
| YTD | +15.3% | +163.7% | -148.3% | +1.6% |
| 1Y | +22.6% | +439.2% | -416.6% | -1.2% |
| 3Y | +74.7% | +499.2% | -424.5% | +34.7% |
| 5Y | +66.1% | +621.7% | -555.6% | +18.4% |
| All | +121.8% | +644.5% | -522.7% | +41.7% |
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 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