+46.3%
XLU vs RVMD
+537.4%
-491.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -3.2% | +36.5% | -39.7% | -4.4% |
| 6M | -7.0% | +104.6% | -111.6% | -10.1% |
| YTD | +0.6% | +155.8% | -155.2% | -4.4% |
| 1Y | +2.4% | +340.7% | -338.2% | -6.9% |
| 3Y | +46.3% | +519.9% | -473.7% | +26.9% |
| All | +46.3% | +537.4% | -491.1% | +26.9% |
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