+58.9%
NTAP vs RVMD
+430.6%
-371.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | -0.5% | +6.4% | -7.0% | -0.9% |
| 3M | +4.1% | +34.9% | -30.8% | +2.1% |
| 6M | +88.0% | +107.6% | -19.6% | +79.3% |
| YTD | +75.6% | +163.7% | -88.1% | +67.7% |
| 1Y | +58.9% | +439.2% | -380.3% | +42.7% |
| All | +58.9% | +430.6% | -371.7% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling