+247.7%
NEM vs RVTY
+16.6%
+231.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +12.7% | +10.8% | +1.9% | +9.7% |
| 3M | +28.7% | +26.8% | +1.9% | +20.7% |
| 6M | +9.8% | +39.3% | -29.6% | +0.2% |
| YTD | +28.1% | +31.6% | -3.5% | +18.2% |
| 1Y | +69.3% | +47.7% | +21.7% | +51.2% |
| 3Y | +247.7% | +19.9% | +227.7% | +217.3% |
| All | +247.7% | +16.6% | +231.0% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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