+42.6%
NVT vs RVMD
+103.9%
-61.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | +2.0% | -3.6% | +5.6% | +2.5% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | -0.9% | +41.0% | -41.9% | -4.1% |
| 6M | +42.6% | +105.7% | -63.1% | +36.3% |
| All | +42.6% | +103.9% | -61.3% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling