+52.5%
NDAQ vs RVMD
+591.3%
-538.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | -1.5% | +0.3% | -1.8% | -1.5% |
| 3M | +8.0% | +38.9% | -30.8% | +4.2% |
| 6M | +7.7% | +108.1% | -100.4% | -1.1% |
| YTD | -2.3% | +160.7% | -163.1% | -13.2% |
| 1Y | +0.6% | +407.3% | -406.7% | -17.4% |
| 3Y | +90.9% | +546.6% | -455.7% | +48.7% |
| 5Y | +52.5% | +579.8% | -527.3% | +9.9% |
| All | +52.5% | +591.3% | -538.9% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling