-2.4%
XYZ vs RVMD
+620.8%
-623.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -5.2% | -3.6% | -1.6% | -4.2% |
| 30D | 0.0% | -1.1% | +1.1% | +0.1% |
| 3M | +18.7% | +41.0% | -22.4% | +7.1% |
| 6M | +20.5% | +105.7% | -85.2% | -5.2% |
| YTD | +21.5% | +155.3% | -133.8% | -12.7% |
| 1Y | +7.2% | +402.7% | -395.5% | -38.4% |
| 3Y | +49.0% | +533.1% | -484.1% | -27.1% |
| 5Y | -68.1% | +583.5% | -651.6% | -86.4% |
| All | -2.4% | +620.8% | -623.2% | -64.6% |
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