+176.0%
VUG vs RVMD
+634.9%
-459.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | -1.4% | +1.1% | -2.5% | -1.6% |
| 3M | +2.3% | +39.6% | -37.3% | -2.3% |
| 6M | +15.7% | +110.7% | -95.0% | +3.2% |
| YTD | +8.6% | +160.3% | -151.7% | -6.9% |
| 1Y | +14.1% | +404.9% | -390.9% | -11.6% |
| 3Y | +87.9% | +545.5% | -457.6% | +35.2% |
| 5Y | +76.3% | +584.7% | -508.4% | +17.4% |
| All | +176.0% | +634.9% | -459.0% | +65.1% |
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