+127.9%
XLI vs RVMD
+634.9%
-507.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | -5.8% | +1.1% | -6.9% | -6.0% |
| 3M | +0.7% | +39.6% | -38.9% | -2.9% |
| 6M | +3.2% | +110.7% | -107.5% | -5.6% |
| YTD | +13.0% | +160.3% | -147.3% | +0.2% |
| 1Y | +16.8% | +404.9% | -388.1% | -4.4% |
| 3Y | +72.4% | +545.5% | -473.0% | +33.3% |
| 5Y | +82.8% | +584.7% | -501.9% | +33.7% |
| All | +127.9% | +634.9% | -507.0% | +47.1% |
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