+54.3%
XLP vs RVMD
+634.9%
-580.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -1.3% | +1.1% | -2.4% | -1.4% |
| 3M | +1.8% | +39.6% | -37.8% | +0.5% |
| 6M | -0.8% | +110.7% | -111.5% | -4.2% |
| YTD | +9.5% | +160.3% | -150.8% | +4.4% |
| 1Y | +7.2% | +404.9% | -397.7% | -1.2% |
| 3Y | +27.1% | +545.5% | -518.3% | +14.1% |
| 5Y | +32.0% | +584.7% | -552.6% | +15.5% |
| All | +54.3% | +634.9% | -580.6% | +29.8% |
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 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