+167.1%
NXT vs RVMD
+696.8%
-529.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.0% |
| 7D | -2.6% | -3.6% | +1.0% | -2.2% |
| 30D | -22.4% | -1.1% | -21.4% | -22.4% |
| 3M | -27.3% | +41.0% | -68.4% | -29.6% |
| 6M | -28.5% | +105.7% | -134.2% | -33.9% |
| YTD | -6.6% | +155.3% | -161.9% | -17.2% |
| 1Y | +20.4% | +402.7% | -382.4% | -4.3% |
| 3Y | +90.9% | +533.1% | -442.2% | +44.4% |
| All | +167.1% | +696.8% | -529.8% | +93.9% |
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