-99.1%
NVD vs RVMD
+584.0%
-683.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.3% |
| 7D | +10.8% | -3.0% | +13.8% | +10.0% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -20.8% | +36.5% | -57.4% | -13.5% |
| 6M | -41.2% | +104.6% | -145.8% | -26.9% |
| YTD | -44.2% | +155.8% | -200.0% | -24.5% |
| 1Y | -54.2% | +340.7% | -394.8% | -24.8% |
| 3Y | -99.1% | +519.9% | -619.1% | -98.4% |
| All | -99.1% | +584.0% | -683.1% | -98.3% |
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