+246.4%
NEM vs RVMD
+634.9%
-388.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +3.9% | -1.2% | +5.1% | +3.9% |
| 30D | +12.7% | +1.1% | +11.7% | +12.6% |
| 3M | +28.7% | +39.6% | -11.0% | +25.8% |
| 6M | +9.8% | +110.7% | -100.9% | +3.9% |
| YTD | +28.1% | +160.3% | -132.2% | +18.8% |
| 1Y | +69.3% | +404.9% | -335.6% | +48.8% |
| 3Y | +247.7% | +545.5% | -297.8% | +194.0% |
| 5Y | +153.4% | +584.7% | -431.3% | +107.5% |
| All | +246.4% | +634.9% | -388.5% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling