+43.2%
XLB vs RVMD
+781.3%
-738.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.5% | -10.4% | +10.9% | +1.3% |
| 30D | +5.2% | -11.0% | +16.1% | +5.9% |
| 3M | +0.3% | -14.7% | +15.0% | +1.3% |
| 6M | +1.2% | +14.9% | -13.7% | -0.4% |
| YTD | +16.6% | +116.3% | -99.7% | +6.7% |
| 1Y | +21.4% | +167.6% | -146.2% | +7.7% |
| 3Y | +43.2% | +776.8% | -733.6% | +1.2% |
| All | +43.2% | +781.3% | -738.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling