+28.6%
XLB vs RVMD
+425.4%
-396.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.5% | -10.4% | +10.9% | +1.5% |
| 30D | +5.2% | -11.0% | +16.1% | +6.0% |
| 3M | +0.3% | -14.7% | +15.0% | +1.4% |
| 6M | +1.2% | +14.9% | -13.7% | -0.6% |
| YTD | +16.6% | +116.3% | -99.7% | +6.4% |
| 1Y | +21.4% | +167.6% | -146.2% | +8.2% |
| 3Y | +43.2% | +776.8% | -733.6% | +11.2% |
| All | +28.6% | +425.4% | -396.8% | -3.1% |
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 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