+420.3%
NVT vs RVMD
+576.1%
-155.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +4.1% | -3.0% | +7.0% | +4.4% |
| 30D | -5.1% | -0.7% | -4.4% | -5.1% |
| 3M | -1.2% | +36.5% | -37.7% | -4.8% |
| 6M | +46.6% | +104.6% | -58.0% | +33.6% |
| YTD | +60.0% | +155.8% | -95.8% | +40.6% |
| 1Y | +70.8% | +340.7% | -269.9% | +39.6% |
| 3Y | +187.5% | +519.9% | -332.4% | +121.1% |
| All | +420.3% | +576.1% | -155.8% | +272.6% |
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