+44.8%
XLP vs RVMD
+781.3%
-736.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.4% |
| 7D | +2.5% | -10.4% | +12.9% | +2.6% |
| 30D | +7.3% | -11.0% | +18.3% | +7.4% |
| 3M | +8.1% | -14.7% | +22.8% | +8.2% |
| 6M | +10.5% | +14.9% | -4.4% | +10.1% |
| YTD | +21.2% | +116.3% | -95.1% | +18.4% |
| 1Y | +22.7% | +167.6% | -144.9% | +18.6% |
| 3Y | +44.8% | +776.8% | -732.0% | +25.7% |
| All | +44.8% | +781.3% | -736.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling