-30.3%
NXT vs RVMD
+17.3%
-47.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | -9.4% | -10.4% | +1.0% | -6.1% |
| 30D | +15.1% | -11.0% | +26.1% | +19.4% |
| 3M | -9.1% | -14.7% | +5.6% | -4.6% |
| 6M | -30.3% | +14.9% | -45.2% | -31.4% |
| All | -30.3% | +17.3% | -47.6% | -31.4% |
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