+67.9%
NI vs RVMD
+537.4%
-469.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -10.6% | +36.5% | -47.1% | -12.2% |
| 6M | -9.3% | +104.6% | -113.9% | -13.7% |
| YTD | +1.1% | +155.8% | -154.7% | -6.2% |
| 1Y | +3.4% | +340.7% | -337.3% | -9.5% |
| 3Y | +67.9% | +519.9% | -452.1% | +37.4% |
| All | +67.9% | +537.4% | -469.5% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling