-24.1%
NU vs RVMD
+244.4%
-268.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +3.1% |
| 7D | +0.2% | +5.8% | -5.7% | -0.3% |
| 30D | -21.0% | -3.8% | -17.2% | -20.9% |
| 3M | -16.3% | +3.2% | -19.6% | -16.6% |
| 6M | -15.3% | +35.0% | -50.3% | -16.7% |
| YTD | -28.4% | +150.7% | -179.1% | -29.1% |
| 1Y | -24.1% | +241.0% | -265.1% | -30.8% |
| All | -24.1% | +244.4% | -268.5% | -30.8% |
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