+245.6%
NEM vs RVMD
+622.3%
-376.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | +7.8% | -0.7% | +8.6% | +7.9% |
| 3M | +30.2% | +36.5% | -6.3% | +27.5% |
| 6M | +9.6% | +104.6% | -95.0% | +4.0% |
| YTD | +27.8% | +155.8% | -128.0% | +18.6% |
| 1Y | +60.7% | +340.7% | -280.0% | +42.8% |
| 3Y | +245.3% | +519.9% | -274.6% | +192.8% |
| 5Y | +155.3% | +584.9% | -429.6% | +109.1% |
| All | +245.6% | +622.3% | -376.7% | +166.1% |
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