-61.4%
NVD vs RVMD
+430.6%
-492.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -11.1% | +1.0% | -12.1% | -11.0% |
| 30D | -13.3% | +6.4% | -19.7% | -12.3% |
| 3M | -19.8% | +34.9% | -54.7% | -15.3% |
| 6M | -48.8% | +107.6% | -156.3% | -42.1% |
| YTD | -49.7% | +163.7% | -213.3% | -40.3% |
| 1Y | -61.4% | +439.2% | -500.6% | -45.8% |
| All | -61.4% | +430.6% | -492.0% | -45.8% |
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