+35.1%
XLB vs RVMD
+591.3%
-556.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | -3.4% | +0.3% | -3.7% | -3.4% |
| 3M | +1.6% | +38.9% | -37.3% | -1.5% |
| 6M | +3.6% | +108.1% | -104.5% | -3.9% |
| YTD | +14.2% | +160.7% | -146.5% | +2.8% |
| 1Y | +15.6% | +407.3% | -391.7% | -3.4% |
| 3Y | +33.1% | +546.6% | -513.5% | +5.7% |
| 5Y | +35.1% | +579.8% | -544.8% | +0.6% |
| All | +35.1% | +591.3% | -556.3% | +0.6% |
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