+535.7%
NVT vs RVMD
+620.8%
-85.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | +2.0% | -3.6% | +5.6% | +2.6% |
| 30D | -7.2% | -1.1% | -6.1% | -7.0% |
| 3M | -0.9% | +41.0% | -41.9% | -6.0% |
| 6M | +42.6% | +105.7% | -63.1% | +26.0% |
| YTD | +52.9% | +155.3% | -102.4% | +28.9% |
| 1Y | +64.5% | +402.7% | -338.3% | +23.4% |
| 3Y | +178.0% | +533.1% | -355.1% | +93.3% |
| 5Y | +402.8% | +583.5% | -180.7% | +221.9% |
| All | +535.7% | +620.8% | -85.1% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling