+109.9%
XLC vs RVMD
+644.5%
-534.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | +1.0% | +6.4% | -5.4% | +0.3% |
| 3M | -0.7% | +34.9% | -35.6% | -4.3% |
| 6M | -5.1% | +107.6% | -112.7% | -13.9% |
| YTD | -4.3% | +163.7% | -168.0% | -16.4% |
| 1Y | -0.6% | +439.2% | -439.8% | -21.0% |
| 3Y | +72.7% | +499.2% | -426.5% | +30.6% |
| 5Y | +38.0% | +621.7% | -583.7% | -4.3% |
| All | +109.9% | +644.5% | -534.6% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling