+476.9%
NEM vs RVTY
+2,416.7%
-1,939.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +23.1% | +13.2% | +9.9% | +21.4% |
| 3M | +18.5% | +27.2% | -8.8% | +15.3% |
| 6M | +7.8% | +32.4% | -24.6% | +4.3% |
| YTD | +29.1% | +34.9% | -5.8% | +24.6% |
| 1Y | +72.7% | +52.4% | +20.3% | +64.2% |
| 3Y | +248.7% | +12.3% | +236.5% | +239.6% |
| 5Y | +148.7% | -30.8% | +179.5% | +151.8% |
| 10Y | +304.8% | +150.7% | +154.1% | +262.1% |
| All | +476.9% | +2,416.7% | -1,939.8% | +330.9% |
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