+37.5%
NVTS vs RVMD
+536.1%
-498.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.5% |
| 7D | +0.5% | -3.6% | +4.0% | +1.1% |
| 30D | -18.0% | -1.1% | -16.9% | -17.9% |
| 3M | -45.6% | +41.0% | -86.6% | -48.7% |
| 6M | +28.5% | +105.7% | -77.2% | +10.7% |
| YTD | +56.2% | +155.3% | -99.1% | +27.8% |
| 1Y | +97.7% | +402.7% | -305.0% | +40.8% |
| All | +37.5% | +536.1% | -498.6% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling