+409.6%
NEM vs RVTY
+2,885.1%
-2,475.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -6.4% | -0.5% | -6.0% | -6.4% |
| 30D | +1.4% | +1.5% | -0.1% | +1.1% |
| 3M | -0.7% | +31.5% | -32.2% | -4.0% |
| 6M | -4.5% | +62.7% | -67.1% | -9.8% |
| YTD | +14.0% | +60.0% | -45.9% | +7.6% |
| 1Y | +27.3% | +65.7% | -38.4% | +19.6% |
| 3Y | +250.5% | +85.2% | +165.3% | +223.7% |
| 5Y | +121.1% | -14.9% | +136.0% | +118.4% |
| 10Y | +358.3% | +211.9% | +146.4% | +299.6% |
| All | +409.6% | +2,885.1% | -2,475.5% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling