+43.3%
XRT vs RVMD
+548.5%
-505.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.3% | -1.2% | +1.0% | -0.1% |
| 30D | -5.6% | +1.1% | -6.7% | -5.8% |
| 3M | +2.5% | +39.6% | -37.1% | -0.8% |
| 6M | +3.7% | +110.7% | -107.0% | -4.7% |
| YTD | +1.0% | +160.3% | -159.3% | -10.2% |
| 1Y | -1.2% | +404.9% | -406.1% | -20.2% |
| All | +43.3% | +548.5% | -505.2% | +10.1% |
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 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