+104.9%
XRT vs RVMD
+620.8%
-515.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -3.6% | -3.6% | 0.0% | -3.1% |
| 30D | -6.7% | -1.1% | -5.6% | -6.6% |
| 3M | -1.4% | +41.0% | -42.4% | -6.6% |
| 6M | +1.7% | +105.7% | -104.0% | -10.5% |
| YTD | -1.5% | +155.3% | -156.8% | -17.2% |
| 1Y | -2.5% | +402.7% | -405.2% | -27.3% |
| 3Y | +39.9% | +533.1% | -493.2% | -4.1% |
| 5Y | -2.6% | +583.5% | -586.2% | -38.7% |
| All | +104.9% | +620.8% | -515.9% | +12.1% |
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 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