+122.8%
NTAP vs RVMD
+560.0%
-437.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -1.0% | -3.6% | +2.6% | -0.6% |
| 30D | -7.5% | -1.1% | -6.4% | -7.4% |
| 3M | +14.6% | +41.0% | -26.4% | +10.1% |
| 6M | +91.0% | +105.7% | -14.7% | +74.3% |
| YTD | +73.7% | +155.3% | -81.6% | +53.2% |
| 1Y | +51.2% | +402.7% | -351.5% | +22.0% |
| 3Y | +146.1% | +533.1% | -387.0% | +88.0% |
| 5Y | +122.8% | +583.5% | -460.7% | +55.6% |
| All | +122.8% | +560.0% | -437.2% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling