+91.0%
XLB vs RVMD
+620.8%
-529.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -3.5% | -3.6% | 0.0% | -3.2% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | +2.7% | +41.0% | -38.3% | -1.1% |
| 6M | +2.6% | +105.7% | -103.1% | -6.1% |
| YTD | +12.8% | +155.3% | -142.5% | -0.1% |
| 1Y | +14.0% | +402.7% | -388.8% | -7.3% |
| 3Y | +31.5% | +533.1% | -501.6% | +0.8% |
| 5Y | +33.4% | +583.5% | -550.1% | -3.7% |
| All | +91.0% | +620.8% | -529.9% | +21.2% |
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 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