+107.5%
XLF vs RVMD
+622.3%
-514.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -3.0% | +1.5% | -1.1% |
| 30D | -1.2% | -0.7% | -0.4% | -1.1% |
| 3M | +9.2% | +36.5% | -27.4% | +5.2% |
| 6M | +16.3% | +104.6% | -88.3% | +5.8% |
| YTD | +5.4% | +155.8% | -150.4% | -7.6% |
| 1Y | +7.6% | +340.7% | -333.1% | -12.2% |
| 3Y | +74.2% | +519.9% | -445.7% | +31.3% |
| 5Y | +66.1% | +584.9% | -518.8% | +16.9% |
| All | +107.5% | +622.3% | -514.8% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling