+62.1%
NTAP vs RVMD
+375.0%
-312.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +7.4% | -3.0% | +10.4% | +7.6% |
| 30D | -1.4% | -0.7% | -0.6% | -1.3% |
| 3M | +24.6% | +36.5% | -12.0% | +22.1% |
| 6M | +105.9% | +104.6% | +1.3% | +96.9% |
| YTD | +88.5% | +155.8% | -67.3% | +81.3% |
| 1Y | +62.1% | +340.7% | -278.6% | +48.7% |
| All | +62.1% | +375.0% | -312.9% | +48.7% |
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