-56.8%
W vs RVMD
+443.1%
-499.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.7% |
| 7D | -1.7% | -0.7% | -0.9% | -1.7% |
| 30D | +3.2% | -6.4% | +9.6% | +5.3% |
| 3M | +8.3% | -14.1% | +22.4% | +13.5% |
| 6M | +84.3% | +21.0% | +63.3% | +70.5% |
| YTD | +11.0% | +121.4% | -110.4% | -24.6% |
| 1Y | -0.2% | +167.9% | -168.1% | -37.8% |
| 3Y | +157.9% | +794.7% | -636.8% | -7.9% |
| 5Y | -56.8% | +437.2% | -494.0% | -84.6% |
| All | -56.8% | +443.1% | -499.9% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling