+40.3%
XLC vs RVMD
+576.1%
-535.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.5% | -3.0% | +3.5% | +0.8% |
| 30D | +2.1% | -0.7% | +2.8% | +2.1% |
| 3M | +0.7% | +36.5% | -35.9% | -2.9% |
| 6M | -3.2% | +104.6% | -107.8% | -11.7% |
| YTD | -3.8% | +155.8% | -159.6% | -15.4% |
| 1Y | -2.0% | +340.7% | -342.7% | -19.9% |
| 3Y | +71.4% | +519.9% | -448.6% | +29.2% |
| All | +40.3% | +576.1% | -535.7% | -4.8% |
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