+125.2%
XLI vs RVMD
+622.3%
-497.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -3.0% | +1.3% | -1.3% |
| 30D | -7.3% | -0.7% | -6.5% | -7.2% |
| 3M | -1.3% | +36.5% | -37.9% | -4.6% |
| 6M | +2.2% | +104.6% | -102.4% | -6.2% |
| YTD | +11.7% | +155.8% | -144.1% | -0.8% |
| 1Y | +14.3% | +340.7% | -326.4% | -4.9% |
| 3Y | +70.3% | +519.9% | -449.6% | +32.3% |
| 5Y | +82.3% | +584.9% | -502.6% | +33.3% |
| All | +125.2% | +622.3% | -497.1% | +45.7% |
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