+70.1%
NI vs RVMD
+622.3%
-552.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -10.6% | +36.5% | -47.1% | -12.7% |
| 6M | -9.3% | +104.6% | -113.9% | -14.8% |
| YTD | +1.1% | +155.8% | -154.7% | -7.3% |
| 1Y | +3.4% | +340.7% | -337.3% | -9.8% |
| 3Y | +67.9% | +519.9% | -452.1% | +38.7% |
| 5Y | +98.0% | +584.9% | -487.0% | +57.3% |
| All | +70.1% | +622.3% | -552.3% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling