+157.7%
NEM vs RVTY
-34.2%
+191.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | +3.1% | -5.4% | +8.5% | +4.5% |
| 30D | +10.0% | +6.7% | +3.2% | +8.2% |
| 3M | +30.9% | +19.0% | +11.9% | +25.1% |
| 6M | +10.5% | +34.6% | -24.1% | +2.1% |
| YTD | +29.7% | +28.3% | +1.5% | +20.9% |
| 1Y | +71.1% | +46.0% | +25.1% | +53.9% |
| 3Y | +252.1% | +16.9% | +235.2% | +226.4% |
| 5Y | +157.7% | -32.9% | +190.6% | +152.4% |
| All | +157.7% | -34.2% | +191.9% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling