+212.0%
NXT vs RVMD
+575.1%
-363.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -9.4% | -10.4% | +1.0% | -8.3% |
| 30D | +15.1% | -11.0% | +26.1% | +16.5% |
| 3M | -9.1% | -14.7% | +5.6% | -7.7% |
| 6M | -30.3% | +14.9% | -45.2% | -31.2% |
| YTD | +9.1% | +116.3% | -107.2% | -1.7% |
| 1Y | +7.9% | +167.6% | -159.7% | -6.0% |
| 3Y | +176.5% | +776.8% | -600.3% | +107.9% |
| All | +212.0% | +575.1% | -363.1% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling