+97.4%
XLB vs RVMD
+510.7%
-413.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.5% | -10.4% | +10.9% | +1.6% |
| 30D | +5.2% | -11.0% | +16.1% | +6.2% |
| 3M | +0.3% | -14.7% | +15.0% | +1.6% |
| 6M | +1.2% | +14.9% | -13.7% | -0.9% |
| YTD | +16.6% | +116.3% | -99.7% | +4.8% |
| 1Y | +21.4% | +167.6% | -146.2% | +6.3% |
| 3Y | +43.2% | +776.8% | -733.6% | +6.9% |
| 5Y | +28.0% | +424.8% | -396.8% | -4.7% |
| All | +97.4% | +510.7% | -413.3% | +27.1% |
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 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